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|Financial Markets Department Bank of Canada 234 Wellington Street Ottawa, Ontario K1A 0G9 Canada|
Bank of CanadaOttawa, Canada
: (613) 782-8111
234 Wellington Ave W, Ottawa, ON, K1A 0H9
RePEc:edi:bocgvca (more details at EDIRC)
Research outputJump to: Working papers Articles
- Alejandro Garcia & Andrei Prokopiw, 2010. "Market Expectations and Option Prices: Evidence for the Can$/US$ Exchange Rate," Discussion Papers 10-2, Bank of Canada.
- Alejandro García & Andrei Prokopiw, 2009. "Measures of Aggregate Credit Conditions and Their Potential Use by Central Banks," Discussion Papers 09-12, Bank of Canada.
- Alejandro García & Ramazan Gençay, 2007. "Managing Adverse Dependence for Portfolios of Collateral in Financial Infrastructures," Staff Working Papers 07-25, Bank of Canada.
- Alejandro García & Ramazan Gençay, 2006. "Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events," Staff Working Papers 06-17, Bank of Canada.
- Alejandro Garcia & Jun Yang, 2009. "Understanding Corporate Bond Spreads Using Credit Default Swaps," Bank of Canada Review, Bank of Canada, vol. 2009(Autumn), pages 27-35.
- Garcia, Alejandro & Gencay, Ramazan, 2007. "Applications of extreme value theory to collateral valuation," Journal of Financial Transformation, Capco Institute, vol. 20, pages 88-93.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Alejandro García & Ramazan Gençay, 2006.
"Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events,"
Staff Working Papers
06-17, Bank of Canada.
- Douglas D. Evanoff & Daniela Russo & Robert Steigerwald, 2006. "Policymakers, researchers, and practitioners discuss the role of central counterparties," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q IV, pages 2-21.
- Alejandro Garcia & Jun Yang, 2009.
"Understanding Corporate Bond Spreads Using Credit Default Swaps,"
Bank of Canada Review,
Bank of Canada, vol. 2009(Autumn), pages 27-35.
- Laurence Booth, 2015. "Estimating Discount Rates," SPP Research Papers, The School of Public Policy, University of Calgary, vol. 8(18), April.
- Switzer, Lorne N. & Tu, Qiao & Wang, Jun, 2018. "Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 52(C), pages 196-210.
- Garcia, Alejandro & Gencay, Ramazan, 2007.
"Applications of extreme value theory to collateral valuation,"
Journal of Financial Transformation,
Capco Institute, vol. 20, pages 88-93.
- Matt Davison & Darrell Leadbetter & Bin Lu & Jane Voll, 2016. "Are Counterparty Arrangements in Reinsurance a Threat to Financial Stability?," Staff Working Papers 16-39, Bank of Canada.
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