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Jonathan Witmer

Personal Details

First Name:Jonathan
Middle Name:
Last Name:Witmer
Suffix:
RePEc Short-ID:pwi323
[This author has chosen not to make the email address public]

Affiliation

Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/

: (613) 782-8111
(613) 782-7713
234 Wellington Ave W, Ottawa, ON, K1A 0H9
RePEc:edi:bocgvca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Michael Boutros & Jonathan Witmer, 2017. "Monetary Policy Implementation in a Negative Rate Environment," Staff Working Papers 17-25, Bank of Canada.
  2. Jonathan Witmer, 2017. "Strategic Complementarities and Money Market Fund Liquidity Management," Staff Working Papers 17-14, Bank of Canada.
  3. Joshua Slive & Jonathan Witmer & Elizabeth Woodman, 2012. "Liquidity and Central Clearing: Evidence from the CDS Market," Staff Working Papers 12-38, Bank of Canada.
  4. Jonathan Witmer, 2012. "Does the Buck Stop Here? A Comparison of Withdrawals from Money Market Mutual Funds with Floating and Constant Share Prices," Staff Working Papers 12-25, Bank of Canada.
  5. Emanuella Enenajor & Alex Sebastian & Jonathan Witmer, 2010. "An Assessment of the Bank of Canada's Term PRA Facility," Staff Working Papers 10-20, Bank of Canada.
  6. Jonathan Witmer, 2009. "Market Timing of Long-Term Debt Issuance," Discussion Papers 09-14, Bank of Canada.
  7. Louis Gagnon & Jonathan Witmer, 2009. "Short Changed? The Market's Reaction to the Short Sale Ban of 2008," Staff Working Papers 09-23, Bank of Canada.
  8. Jonathan Witmer, 2008. "The Cost of Equity in Canada: An International Comparison," Staff Working Papers 08-21, Bank of Canada.
  9. Jonathan Witmer, 2008. "An Examination of Canadian Firms Delisting from U.S. Exchanges," Staff Working Papers 08-11, Bank of Canada.
  10. Jonathan Witmer & Lorie Zorn, 2007. "Estimating and Comparing the Implied Cost of Equity for Canadian and U.S. Firms," Staff Working Papers 07-48, Bank of Canada.

Articles

  1. Witmer, Jonathan, 2016. "Does the buck stop here? A comparison of withdrawals from money market mutual funds with floating and constant share prices," Journal of Banking & Finance, Elsevier, vol. 66(C), pages 126-142.
  2. Jonathan Witmer & Jing Yang, 2016. "Estimating Canada’s Effective Lower Bound," Bank of Canada Review, Bank of Canada, vol. 2016(Spring), pages 3-14.
  3. Louis Gagnon & Jonathan Witmer, 2014. "Distribution of Ownership, Short Sale Constraints, and Market Efficiency: Evidence from Cross-Listed Stocks," Financial Management, Financial Management Association International, vol. 43(3), pages 631-670, September.
  4. Enenajor, Emanuella & Sebastian, Alex & Witmer, Jonathan, 2012. "An assessment of the Bank of Canada's term PRA facility," The North American Journal of Economics and Finance, Elsevier, vol. 23(1), pages 123-143.
  5. Jonathan Witmer, 2010. "Trends in Issuance: Underlying Factors and Implications," Bank of Canada Review, Bank of Canada, vol. 2010(Autumn), pages 19-30.

Citations

Many 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.

Working papers

  1. Michael Boutros & Jonathan Witmer, 2017. "Monetary Policy Implementation in a Negative Rate Environment," Staff Working Papers 17-25, Bank of Canada.

    Cited by:

    1. Morten L. Bech & Todd Keister, 2013. "Liquidity regulation and the implementation of monetary policy," Departmental Working Papers 201325, Rutgers University, Department of Economics.

  2. Joshua Slive & Jonathan Witmer & Elizabeth Woodman, 2012. "Liquidity and Central Clearing: Evidence from the CDS Market," Staff Working Papers 12-38, Bank of Canada.

    Cited by:

    1. Arnold, M., 2017. "The impact of central clearing on banks’ lending discipline," Journal of Financial Markets, Elsevier, vol. 36(C), pages 91-114.
    2. Michele Bonollo & Irene Crimaldi & Andrea Flori & Laura Gianfagna & Fabio Pammolli, 2015. "Assessing financial distress dependencies in OTC markets: a new approach by Trade Repositories data," Working Papers 10/2015, IMT Institute for Advanced Studies Lucca, revised Oct 2015.
    3. Benos, Evangelos & Wetherilt, Anne & Zikes, Filip, 2013. "Financial Stability Paper No 25: The structure and dynamics of the UK CDS market," Bank of England Financial Stability Papers 25, Bank of England.
    4. Michele Bonollo & Irene Crimaldi & Andrea Flori & Laura Gianfagna & Fabio Pammolli, 2016. "Assessing financial distress dependencies in OTC markets: a new approach using trade repositories data," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(4), pages 397-426, November.
    5. Albert Menkveld & Emiliano Pagnotta & Marius Andrei Zoican, 2016. "Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets," Working Papers hal-01253702, HAL.
    6. Binbin Deng, 2017. "Counterparty risk, central counterparty clearing and aggregate risk," Annals of Finance, Springer, vol. 13(4), pages 355-400, November.
    7. Christina E. Bannier & Thomas Heidorn & Heinz-Dieter Vogel, 2014. "Characteristics and development of corporate and sovereign CDS," Journal of Risk Finance, Emerald Group Publishing, vol. 15(5), pages 482-509, November.

  3. Jonathan Witmer, 2012. "Does the Buck Stop Here? A Comparison of Withdrawals from Money Market Mutual Funds with Floating and Constant Share Prices," Staff Working Papers 12-25, Bank of Canada.

    Cited by:

    1. Jonathan Witmer, 2017. "Strategic Complementarities and Money Market Fund Liquidity Management," Staff Working Papers 17-14, Bank of Canada.
    2. Bengtsson, E., 2013. "Fund Management and Systemic Risk - Lessons from the Global Financial Crisis," CITYPERC Working Paper Series 2013-06, Department of International Politics, City University London.

  4. Emanuella Enenajor & Alex Sebastian & Jonathan Witmer, 2010. "An Assessment of the Bank of Canada's Term PRA Facility," Staff Working Papers 10-20, Bank of Canada.

    Cited by:

    1. Nellie Zhang, 2012. "Estimating the Demand for Settlement Balances in the Canadian Large Value Transfer System," Staff Working Papers 12-15, Bank of Canada.
    2. Grahame Johnson & Eric Santor, 2013. "Central Bank Liquidity Provision and Core Funding Markets," RBA Annual Conference Volume,in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.), Liquidity and Funding Markets Reserve Bank of Australia.
    3. James Chapman & H. Evren Damar, 2015. "Shock Transmission Through International Banks: Canada," Technical Reports 105, Bank of Canada.
    4. Yang, Hsin-Feng & Liu, Chih-Liang & Chou, Ray Yeutien, 2014. "Interest rate risk propagation: Evidence from the credit crunch," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 242-264.
    5. Bank for International Settlements, 2015. "Central bank operating frameworks and collateral markets," CGFS Papers, Bank for International Settlements, number 53.

  5. Louis Gagnon & Jonathan Witmer, 2009. "Short Changed? The Market's Reaction to the Short Sale Ban of 2008," Staff Working Papers 09-23, Bank of Canada.

    Cited by:

    1. Uwe Helmes & Julia Henker & Thomas Henker & Tom Smith, 2017. "Effect of the ban on short selling on market prices and volatility," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(3), pages 727-757, September.
    2. Hasan, Iftekhar & Massoud, Nadia & Saunders, Anthony & Song, Keke, 2015. "Which financial stocks did short sellers target in the subprime crisis?," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 87-103.
    3. Simon Grima & Stephen Sammut, 2017. "A Study on the Impact of the Short Selling Ban on FIBS," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(1), pages 18-48.
    4. Grundy, Bruce D. & Lim, Bryan & Verwijmeren, Patrick, 2012. "Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban," Journal of Financial Economics, Elsevier, vol. 106(2), pages 331-348.
    5. Oscar Bernal Diaz & Astrid Herinckx & Ariane Szafarz, 2013. "Which Short-Selling Regulation is the Least Damaging to Market Efficiency? Evidence from Europe," Working Papers CEB 13-001, ULB -- Universite Libre de Bruxelles.
    6. Fellner, Gerlinde & Theissen, Erik, 2014. "Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory," Journal of Economic Behavior & Organization, Elsevier, vol. 101(C), pages 113-127.

  6. Jonathan Witmer, 2008. "The Cost of Equity in Canada: An International Comparison," Staff Working Papers 08-21, Bank of Canada.

    Cited by:

    1. Chari, Murali D.R., 2013. "Business groups and foreign direct investments by developing country firms: An empirical test in India," Journal of World Business, Elsevier, vol. 48(3), pages 349-359.
    2. Isabel Marques Gameiro, 2008. "Equity Risk Premia Across Major International Markets," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.

  7. Jonathan Witmer, 2008. "An Examination of Canadian Firms Delisting from U.S. Exchanges," Staff Working Papers 08-11, Bank of Canada.

    Cited by:

    1. Joshua Slive & Jonathan Witmer & Elizabeth Woodman, 2012. "Liquidity and Central Clearing: Evidence from the CDS Market," Staff Working Papers 12-38, Bank of Canada.

  8. Jonathan Witmer & Lorie Zorn, 2007. "Estimating and Comparing the Implied Cost of Equity for Canadian and U.S. Firms," Staff Working Papers 07-48, Bank of Canada.

    Cited by:

    1. Raf Orens & Walter Aerts & Denis Cormier, 2010. "Web-Based Non-Financial Disclosure and Cost of Finance," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(9-10), pages 1057-1093, November/.
    2. Hasan, Mostafa Monzur & Hossain, Mahmud & Cheung, Adrian (Wai-Kong) & Habib, Ahsan, 2015. "Corporate life cycle and cost of equity capital," Journal of Contemporary Accounting and Economics, Elsevier, vol. 11(1), pages 46-60.
    3. Cécile Carpentier & Douglas Cumming & Jean-Marc Suret, 2010. "The Valuation Effect of Listing Requirements: An Analysis of Venture Capital-Backed IPOs," CIRANO Working Papers 2010s-01, CIRANO.

Articles

  1. Witmer, Jonathan, 2016. "Does the buck stop here? A comparison of withdrawals from money market mutual funds with floating and constant share prices," Journal of Banking & Finance, Elsevier, vol. 66(C), pages 126-142. See citations under working paper version above.
  2. Jonathan Witmer & Jing Yang, 2016. "Estimating Canada’s Effective Lower Bound," Bank of Canada Review, Bank of Canada, vol. 2016(Spring), pages 3-14.

    Cited by:

    1. Rösl, Gerhard & Seitz, Franz & Tödter, Karl-Heinz, 2017. "Besser ohne Bargeld? Gesamtwirtschaftliche Wohlfahrtsverluste der Bargeldabschaffung
      [Doing away with cash? The macroeconomic welfare costs of abolishing cash]
      ," Weidener Diskussionspapiere 58, University of Applied Sciences Amberg-Weiden (OTH).
    2. Kolcunova, Dominika & Havranek, Tomas, 2018. "Estimating the Effective Lower Bound for the Czech National Bank's Policy Rate," EconStor Preprints 175753, ZBW - German National Library of Economics.
    3. Rösl, Gerhard & Seitz, Franz & Tödter, Karl-Heinz, 2017. "Doing away with cash? The welfare costs of abolishing cash," IMFS Working Paper Series 112, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    4. Pierre Fortin, 2016. "A Stable 4% Inflation Could Get Canadians One Half Million More Jobs," Cahiers de recherche 1604, CIRPEE.
    5. Walter Engert & Ben Fung, 2017. "Central Bank Digital Currency: Motivations and Implications," Discussion Papers 17-16, Bank of Canada.
    6. Christopher S. Sutherland, 2017. "What Explains Month-End Funding Pressure in Canada?," Discussion Papers 17-9, Bank of Canada.
    7. Ben Fung & Hanna Halaburda, 2016. "Central Bank Digital Currencies: A Framework for Assessing Why and How," Discussion Papers 16-22, Bank of Canada.
    8. Michael Boutros & Jonathan Witmer, 2017. "Monetary Policy Implementation in a Negative Rate Environment," Staff Working Papers 17-25, Bank of Canada.
    9. Assenmacher, Katrin & Seitz, Franz & Tenhofen, Jörn, 2017. "The use of large denomination banknotes in Switzerland," International Cash Conference 2017 – War on Cash: Is there a Future for Cash? 162917, Deutsche Bundesbank.
    10. Jean-Sébastien Fontaine & James Hately & Adrian Walton, 2017. "Repo Market Functioning when the Interest Rate Is Low or Negative," Discussion Papers 17-3, Bank of Canada.
    11. Maurice Obstfeld & Kevin Clinton & Ondra Kamenik & Douglas Laxton & Yulia Ustyugova & Hou Wang, 2016. "How to Improve Inflation Targeting in Canada," IMF Working Papers 16/192, International Monetary Fund.

  3. Louis Gagnon & Jonathan Witmer, 2014. "Distribution of Ownership, Short Sale Constraints, and Market Efficiency: Evidence from Cross-Listed Stocks," Financial Management, Financial Management Association International, vol. 43(3), pages 631-670, September.

    Cited by:

    1. Jimmy Lockwood & Larry Lockwood & Sie Ting Lau, 2016. "Lost In Translation: Which Stock Prices Bear The Burden To Adjust To Exchange Rates?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 39(3), pages 263-290, September.

  4. Enenajor, Emanuella & Sebastian, Alex & Witmer, Jonathan, 2012. "An assessment of the Bank of Canada's term PRA facility," The North American Journal of Economics and Finance, Elsevier, vol. 23(1), pages 123-143.
    See citations under working paper version above.
  5. Jonathan Witmer, 2010. "Trends in Issuance: Underlying Factors and Implications," Bank of Canada Review, Bank of Canada, vol. 2010(Autumn), pages 19-30.

    Cited by:

    1. Adam Found & Peter Tomlinson, 2012. "Hiding in Plain Sight: The Harmful Impact of Provincial Business Property Taxes," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 368, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BEC: Business Economics (3) 2007-09-16 2008-04-29 2008-07-14
  2. NEP-CFN: Corporate Finance (3) 2007-09-16 2008-04-29 2008-07-14
  3. NEP-FMK: Financial Markets (2) 2007-09-16 2008-07-14
  4. NEP-MAC: Macroeconomics (2) 2010-08-06 2017-07-23
  5. NEP-MON: Monetary Economics (2) 2012-09-22 2017-07-23
  6. NEP-BAN: Banking (1) 2010-08-06
  7. NEP-CBA: Central Banking (1) 2017-07-23
  8. NEP-REG: Regulation (1) 2008-07-14

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