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Les fonds d’obligations canadiennes peuvent-ils amplifier les tensions subies par le système financier?

Author

Listed:
  • Rohan Arora
  • Guillaume Bédard-Pagé
  • Guillaume Ouellet Leblanc
  • Ryan Shotlander

Abstract

Nous formulons un scénario hypothétique dans le but d’étudier l’influence des fonds obligataires sur l’amplification des chocs subis par le système financier. Les données de 2018 et de 2007 que nous avons utilisées révèlent que les fonds obligataires jouent maintenant un plus grand rôle qu’auparavant.

Suggested Citation

  • Rohan Arora & Guillaume Bédard-Pagé & Guillaume Ouellet Leblanc & Ryan Shotlander, 2019. "Les fonds d’obligations canadiennes peuvent-ils amplifier les tensions subies par le système financier?," Staff Analytical Notes 2019-9fr, Bank of Canada.
  • Handle: RePEc:bca:bocsan:19-9fr
    as

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    File URL: https://www.banqueducanada.ca/2019/04/note-analytique-personnel-2019-9/
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    References listed on IDEAS

    as
    1. Rohan Arora & Nadeem Merali & Guillaume Ouellet Leblanc, 2018. "Did Canadian Corporate Bond Funds Increase their Exposures to Risks?," Staff Analytical Notes 2018-7, Bank of Canada.
    2. Rohan Arora & Guillaume Bédard-Pagé & Guillaume Ouellet Leblanc & Ryan Shotlander, 2019. "Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach," Technical Reports 115, Bank of Canada.
    3. Guillaume Ouellet Leblanc & Rohan Arora, 2018. "How do Canadian Corporate Bond Mutual Funds Meet Investor Redemptions?," Staff Analytical Notes 2018-14, Bank of Canada.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    Travaux de recherche du personnel; Notes analytiques du personnel;

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets
    • G20 - Financial Economics - - Financial Institutions and Services - - - General
    • G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors

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