Printed from https://ideas.repec.org/s/bca/bocawp3.html
Content
2018
- 18-8 High-Frequency Trading and Institutional Trading Costs
by Marie Chen & Corey Garriott - 18-7 Adverse Selection with Heterogeneously Informed Agents
by Mohammad Davoodalhosseini - 18-6 Home Equity Extraction and the Boom-Bust Cycle in Consumption and Residential Investment
by Xiaoqing Zhou - 18-5 What Drives Interbank Loans? Evidence from Canada
by Narayan Bulusu & Pierre Guérin - 18-3 Speed Segmentation on Exchanges: Competition for Slow Flow
by Lisa Anderson & Emad Andrews & Baiju Devani & Michael Mueller & Adrian Walton - 18-2 How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?
by Monica Jain & Christopher S. Sutherland - 18-1 Capital-Goods Imports and US Growth
by Michele Cavallo & Anthony Landry
2017
- 17-61 The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data
by Lance Lochner & Youngmin Park & Youngki Shin - 17-60 Which Model to Forecast the Target Rate?
by Maarten van Oordt - 17-59 Credit Risk Transfer and Bank Insolvency Risk
by Maarten van Oordt - 17-58 Variance Premium, Downside Risk and Expected Stock Returns
by Bruno Feunou & Ricardo Lopez Aliouchkin & Roméo Tedongap & Lai Xi - 17-57 Credit Crunches from Occasionally Binding Bank Borrowing Constraints
by Tom D. Holden & Paul Levine & Jonathan Swarbrick - 17-56 Bitcoin Awareness and Usage in Canada
by Christopher Henry & Kim Huynh & Gradon Nicholls - 17-55 Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models
by Bruno Feunou & Cédric Okou - 17-54 What Drives Episodes of Settlement Fails in the Government of Canada Bond Market?
by Jean-Sébastien Fontaine & James Pinnington & Adrian Walton - 17-53 Competing Currencies in the Laboratory
by Janet Hua Jiang & Cathy Zhang - 17-52 Good Volatility, Bad Volatility and Option Pricing
by Bruno Feunou & Cédric Okou - 17-51 Identifying the Degree of Collusion Under Proportional Reduction
by Oleksandr Shcherbakov & Naoki Wakamori - 17-50 Is the Discretionary Income Effect of Oil Price Shocks a Hoax?
by Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou - 17-49 The Causal Impact of Migration on US Trade: Evidence from Political Refugees
by Walter Steingress - 17-48 Optimal Interbank Regulation
by Thomas J. Carter - 17-47 Cash Versus Card: Payment Discontinuities and the Burden of Holding Coins
by Heng Chen & Kim Huynh & Oz Shy - 17-46 On the Tail Risk Premium in the Oil Market
by Reinhard Ellwanger - 17-45 Identification of Random Resource Shares in Collective Households Without Preference Similarity Restrictions
by Geoffrey R. Dunbar & Arthur Lewbel & Krishna Pendakur - 17-44 Measuring Limits of Arbitrage in Fixed-Income Markets
by Jean-Sébastien Fontaine & Guillaume Nolin - 17-43 The Mode is the Message: Using Predata as Exclusion Restrictions to Evaluate Survey Design
by Heng Chen & Geoffrey R. Dunbar & Rallye Shen - 17-42 Policy Rules for Capital Controls
by Gurnain Pasricha - 17-41 Global Trade Flows: Revisiting the Exchange Rate Elasticities
by Matthieu Bussière & Guillaume Gaulier & Walter Steingress - 17-40 Government Spending Multipliers Under the Zero Lower Bound: Evidence from Japan
by Wataru Miyamoto & Thuy Lan Nguyen & Dmitriy Sergeyev - 17-39 Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada
by Julien Champagne & Rodrigo Sekkel - 17-38 A Counterfactual Valuation of the Stock Index as a Predictor of Crashes
by Tom Roberts - 17-37 Aggregate Fluctuations and the Role of Trade Credit
by Lin Shao - 17-36 The Rise of Non-Regulated Financial Intermediaries in the Housing Sector and its Macroeconomic Implications
by Hélène Desgagnés - 17-35 Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?
by Christiane Baumeister & Reinhard Ellwanger & Lutz Kilian - 17-34 Cross-Border Bank Flows and Monetary Policy: Implications for Canada
by Ricardo Correa & Teodora Paligorova & Horacio Sapriza & Andrei Zlate - 17-33 Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions
by Antonio Diez de los Rios - 17-32 How to Predict Financial Stress? An Assessment of Markov Switching Models
by Thibaut Duprey & Benjamin Klaus - 17-31 Downward Nominal Wage Rigidity in Canada: Evidence Against a “Greasing Effect”
by Joel Wagner - 17-30 Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data
by Jose Fique - 17-29 Information Contagion and Systemic Risk
by Toni Ahnert & Co-Pierre Georg - 17-28 Adoption of a New Payment Method: Theory and Experimental Evidence
by Jasmina Arifovic & John Duffy & Janet Hua Jiang - 17-27 Firm Heterogeneity, Technological Adoption, and Urbanization: Theory and Measurement
by Alex Chernoff - 17-26 Quantitative Easing and Long-Term Yields in Small Open Economies
by Antonio Diez de los Rios & Maral Shamloo - 17-25 Monetary Policy Implementation in a Negative Rate Environment
by Michael Boutros & Jonathan Witmer - 17-24 Understanding Monetary Policy and its Effects: Evidence from Canadian Firms Using the Business Outlook Survey
by Matthieu Verstraete & Lena Suchanek - 17-23 Understanding the Cross-Country Effects of US Technology Shocks
by Wataru Miyamoto & Thuy Lan Nguyen - 17-22 Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals
by Lorenzo Pozzi & Barbara Sadaba - 17-21 Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models?
by Vadym Lepetyuk & Lilia Maliar & Serguei Maliar - 17-20 Volatility Risk and Economic Welfare
by Shaofeng Xu - 17-19 Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns
by Claudia Foroni & Francesco Ravazzolo & Barbara Sadaba - 17-18 The Welfare Effects of Protection: A General Equilibrium Analysis of Canada’s National Policy
by Patrick Alexander & Ian Keay - 17-17 Vertical Specialization and Gains from Trade
by Patrick Alexander - 17-16 Downward Nominal Wage Rigidity Meets the Zero Lower Bound
by Robert Amano & Stefano Gnocchi - 17-15 Constrained Efficiency with Adverse Selection and Directed Search
by Mohammad Davoodalhosseini - 17-14 Strategic Complementarities and Money Market Fund Liquidity Management
by Jonathan Witmer - 17-13 Markov-Switching Three-Pass Regression Filter
by Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino - 17-12 Accounting for Real Exchange Rates Using Micro-Data
by Mario J. Crucini & Anthony Landry - 17-11 Anticipated Technology Shocks: A Re-Evaluation Using Cointegrated Technologies
by Joel Wagner - 17-9 Expropriation Risk and FDI in Developing Countries: Does Return of Capital Dominate Return on Capital?
by M. Akhtaruzzaman & Nathan Berg & Christopher Hajzler - 17-8 Adoption Costs of Financial Innovation: Evidence from Italian ATM Cards
by Kim Huynh & Philipp Schmidt-Dengler & Gregor W. Smith & Angelika Welte - 17-7 Banking Regulation and Market Making
by David A. Cimon & Corey Garriott - 17-6 Optimal Capital Regulation
by Stéphane Moyen & Josef Schroth - 17-5 Canadian Bank Notes and Dominion Notes: Lessons for Digital Currencies
by Ben Fung & Scott Hendry & Warren E. Weber - 17-4 Stability and Efficiency in Decentralized Two-Sided Markets with Weak Preferences
by Radoslav Raykov - 17-3 Price-Level Dispersion versus Inflation-Rate Dispersion: Evidence from Three Countries
by David Fielding & Christopher Hajzler & James (Jim) C. MacGee - 17-2 A Dynamic Factor Model for Nowcasting Canadian GDP Growth
by Tony Chernis & Rodrigo Sekkel - 17-1 Terms-of-Trade and House Price Fluctuations: A Cross-Country Study
by Paul Corrigan
2016
- 16-61 What Fed Funds Futures Tell Us About Monetary Policy Uncertainty
by Jean-Sébastien Fontaine - 16-60 Non-Bank Investors and Loan Renegotiations
by Teodora Paligorova & João Santos - 16-59 Monetary Policy, Private Debt and Financial Stability Risks
by Gregory Bauer & Eleonora Granziera - 16-58 Equity Option-Implied Probability of Default and Equity Recovery Rate
by Bo Young Chang & Greg Orosi - 16-57 Options Decimalization
by Faith Chin & Corey Garriott - 16-56 Bank Screening Heterogeneity
by Thibaut Duprey - 16-55 Quantitative Easing in a Small Open Economy: An International Portfolio Balancing Approach
by Serdar Kabaca - 16-54 Producer Heterogeneity, Value-Added, and International Trade
by Patrick Alexander - 16-53 Capital Flows to Developing Countries: Is There an Allocation Puzzle?
by Josef Schroth - 16-52 Supervising Financial Regulators
by Josef Schroth - 16-51 Firm-Specific Shocks and Aggregate Fluctuations
by Leonid Karasik & Danny Leung & Ben Tomlin - 16-50 Broker Routing Decisions in Limit Order Markets
by David A. Cimon - 16-49 Monetary Policy Tradeoffs Between Financial Stability and Price Stability
by Malik Shukayev & Alexander Ueberfeldt - 16-48 Business Cycles in Small, Open Economies: Evidence from Panel Data Between 1900 and 2013
by Wataru Miyamoto & Thuy Lan Nguyen - 16-47 Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations
by Simona Cociuba & Malik Shukayev & Alexander Ueberfeldt - 16-46 Fragility of Resale Markets for Securitized Assets and Policy of Asset Purchases
by Martin Kuncl - 16-45 Interpreting Volatility Shocks as Preference Shocks
by Shaofeng Xu - 16-44 Financial Constraint and Productivity: Evidence from Canadian SMEs
by Shutao Cao & Danny Leung - 16-43 On What States Do Prices Depend? Answers from Ecuador
by Craig Benedict & Mario J. Crucini & Anthony Landry - 16-42 On the Value of Virtual Currencies
by Wilko Bolt & Maarten van Oordt - 16-41 The Impact of Macroprudential Housing Finance Tools in Canada: 2005–10
by Jason Allen & Timothy Grieder & Brian Peterson & Tom Roberts - 16-40 Downward Nominal Wage Rigidity in Canada: Evidence from Micro- Level Data
by Dany Brouillette & Olena Kostyshyna & Natalia Kyui - 16-39 Are Counterparty Arrangements in Reinsurance a Threat to Financial Stability?
by Matt Davison & Darrell Leadbetter & Bin Lu & Jane Voll - 16-38 The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies
by Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima - 16-37 Starting from a Blank Page? Semantic Similarity in Central Bank Communication and Market Volatility
by Michael Ehrmann & Jonathan Talmi - 16-36 Output Comovement and Inflation Dynamics in a Two-Sector Model with Durable Goods: The Role of Sticky Information and Heterogeneous Factor Markets
by Tomiyuki Kitamura & Tamon Takamura - 16-35 Time-Varying Crash Risk: The Role of Stock Market Liquidity
by Peter Christoffersen & Bruno Feunou & Yoontae Jeon & Chayawat Ornthanalai - 16-34 International Banking and Cross-Border Effects of Regulation: Lessons from Canada
by H. Evren Damar & Adi Mordel - 16-33 Relationships in the Interbank Market
by Jonathan Chiu & Cyril Monnet - 16-32 Global Macro Risks in Currency Excess Returns
by Kimberly Berg & Nelson C. Mark - 16-31 Housing Market Dynamics and Macroprudential Policy
by Gabriel Bruneau & Ian Christensen & Césaire Meh - 16-30 Financial Inclusion—What’s it Worth?
by Miguel Ampudia & Michael Ehrmann - 16-29 Financial Crisis Interventions
by Josef Schroth - 16-28 The Real-Time Properties of the Bank of Canada’s Staff Output Gap Estimates
by Julien Champagne & Guillaume Poulin-Bellisle & Rodrigo Sekkel - 16-27 Timing of Banks’ Loan Loss Provisioning During the Crisis
by Leo de Haan & Maarten van Oordt - 16-26 The Impact of Bankruptcy Reform on Insolvency Choice and Consumer Credit
by Jason Allen & Kiana Basiri - 16-25 What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks
by Laurent Ferrara & Pierre Guérin - 16-24 Housing and Tax-Deferred Retirement Accounts
by Anson T. Y. Ho & Jie Zhou - 16-23 Identification and Estimation of Risk Aversion in First-Price Auctions with Unobserved Auction Heterogeneity
by Serafin Grundl & Yu Zhu - 16-22 Estimating Systematic Risk Under Extremely Adverse Market Conditions
by Maarten van Oordt & Chen Zhou - 16-21 Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach
by Fuchun Li & Hongyu Xiao - 16-20 Retail Order Flow Segmentation
by Corey Garriott & Adrian Walton - 16-19 Should Monetary Policy Lean Against Housing Market Booms?
by Sami Alpanda & Alexander Ueberfeldt - 16-18 A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil
by Christiane Baumeister & Lutz Kilian - 16-17 Opaque Assets and Rollover Risk
by Toni Ahnert & Benjamin Nelson - 16-16 Asset Encumbrance, Bank Funding and Financial Fragility
by Toni Ahnert & Kartik Anand & Prasanna Gai & James Chapman - 16-15 How Fast Can China Grow? The Middle Kingdom’s Prospects to 2030
by Jeannine Bailliu & Mark Kruger & Argyn Toktamyssov & Wheaton Welbourn - 16-14 A Bitcoin Standard: Lessons from the Gold Standard
by Warren E. Weber - 16-13 Government Corruption and Foreign Direct Investment Under the Threat of Expropriation
by Christopher Hajzler & Jonathan Rosborough - 16-12 Capital Structure, Pay Structure and Job Termination
by Jason Allen & James R. Thompson - 16-11 Dating Systemic Financial Stress Episodes in the EU Countries
by Thibaut Duprey & Benjamin Klaus & Tuomas Peltonen - 16-10 Measuring Systemic Risk Across Financial Market Infrastructures
by Fuchun Li & Héctor Pérez Saiz - 16-9 The Dynamics of Capital Flow Episodes
by Christian Friedrich & Pierre Guérin - 16-8 Wait a Minute: The Efficacy of Discounting versus Non-Pecuniary Payment Steering
by Angelika Welte - 16-7 Understanding Firms' Inflation Expectations Using the Bank of Canada's Business Outlook Survey
by Simon Richards & Matthieu Verstraete - 16-6 A Microfounded Design of Interconnectedness-Based Macroprudential Policy
by Jose Fique - 16-5 Macroeconomic Uncertainty Through the Lens of Professional Forecasters
by Soojin Jo & Rodrigo Sekkel - 16-4 To Share or Not to Share? Uncovered Losses in a Derivatives Clearinghouse
by Radoslav Raykov - 16-3 Monetary Commitment and the Level of Public Debt
by Stefano Gnocchi & Luisa Lambertini - 16-2 Agency Costs, Risk Shocks and International Cycles
by Marc-André Letendre & Joel Wagner - 16-1 Reconciling the Differences in Aggregate U.S. Wage Series
by Julien Champagne & André Kurmann & Jay Stewart
2015
- 15-47 Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption
by Bruno Albuquerque & Georgi Krustev - 15-46 Tractable Term Structure Models
by Anh Le & Bruno Feunou & Christian Lundblad & Jean-Sébastien Fontaine - 15-45 Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries
by Gabriel Bruneau & Kevin Moran - 15-44 Emergency Liquidity Facilities, Signalling and Funding Costs
by Céline Gauthier & Alfred Lehar & Héctor Pérez Saiz & Moez Souissi - 15-43 On the Essentiality of E-Money
by Jonathan Chiu & Tsz-Nga Wong - 15-42 Speculators, Prices and Market Volatility
by Celso Brunetti & Bahattin Buyuksahin & Jeffrey H. Harris - 15-41 Monetary Policy and Financial Stability: Cross-Country Evidence
by Christian Friedrich & Kristina Hess & Rose Cunningham - 15-40 Credit Conditions and Consumption, House Prices and Debt: What Makes Canada Different?
by John Muellbauer & Pierre St-Amant & David Williams - 15-39 Option Valuation with Observable Volatility and Jump Dynamics
by Peter Christoffersen & Bruno Feunou & Yoontae Jeon - 15-38 Nowcasting BRIC+M in Real Time
by Tatjana Dahlhaus & Justin-Damien Guénette & Garima Vasishtha - 15-37 Domestic and Multilateral Effects of Capital Controls in Emerging Markets
by Gurnain Pasricha & Matteo Falagiarda & Martin Bijsterbosch & Joshua Aizenman - 15-36 Downside Variance Risk Premium
by Bruno Feunou & Mohammad R. Jahan-Parvar & Cédric Okou - 15-35 The Carrot and the Stick: The Business Cycle Implications of Incentive Pay in the Labor Search Model
by Julien Champagne - 15-34 Heterogeneity in the Dynamic Effects of Uncertainty on Investment
by Sungje Byun & Soojin Jo - 15-33 Cheap But Flighty: How Global Imbalances Create Financial Fragility
by Toni Ahnert & Enrico Perotti - 15-32 Quantifying Contagion Risk in Funding Markets: A Model-Based Stress-Testing Approach
by Kartik Anand & Céline Gauthier & Moez Souissi - 15-31 Exchange Rate Pass-Through, Currency of Invoicing and Market Share
by Michael Devereux & Wei Dong & Ben Tomlin - 15-30 The Endogenous Relative Price of Investment
by Joel Wagner - 15-29 Examining Full Collateral Coverage in Canada’s Large Value Transfer System
by Lana Embree & Varya Taylor - 15-28 Revisiting National Border Effects in Foreign Trade in Goods of Canadian Provinces
by Farrukh Suvankulov - 15-27 Risk Sharing in the Presence of a Public Good
by Josef Schroth - 15-26 On the Welfare Cost of Rare Housing Disasters
by Shaofeng Xu - 15-25 Managerial Compensation Duration and Stock Price Manipulation
by Josef Schroth - 15-24 Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data
by Pierre Guérin & Danilo Leiva-Leon - 15-23 Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies
by Juncal Cunado & Soojin Jo & Fernando Perez de Gracia - 15-22 Sheltered Income: Estimating Income Under-Reporting in Canada, 1998 and 2004
by Geoffrey R. Dunbar & Chunling Fu - 15-21 Large-Scale Asset Purchases: Impact on Commodity Prices and International Spillover Effects
by Sharon Kozicki & Eric Santor & Lena Suchanek - 15-20 Changes in Payment Timing in Canada’s Large Value Transfer System
by Nellie Zhang - 15-19 Productive Misallocation and International Transmission of Credit Shocks
by Yuko Imura & Julia Thomas - 15-18 Government and Private E-Money-Like Systems: Federal Reserve Notes and National Bank Notes
by Warren E. Weber - 15-17 Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates
by Fuchun Li - 15-16 Exploring Differences in Household Debt Across Euro Area Countries and the United States
by Dimitris Christelis & Michael Ehrmann & Dimitris Georgarakos - 15-15 Household Stockholding Behavior During the Great Financial Crisis
by Jie Zhou - 15-14 A Wake-Up-Call Theory of Contagion
by Toni Ahnert & Christoph Bertsch - 15-13 Euro Area Government Bonds—Integration and Fragmentation During the Sovereign Debt Crisis
by Michael Ehrmann & Marcel Fratzscher - 15-12 Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns
by Jean-Sébastien Fontaine & René Garcia & Sermin Gungor - 15-11 Fourier Inversion Formulas for Multiple-Asset Option Pricing
by Bruno Feunou & Ernest Tafolong - 15-10 Effects of Funding Portfolios on the Credit Supply of Canadian Banks
by H. Evren Damar & Césaire Meh & Yaz Terajima - 15-9 Securitization under Asymmetric Information over the Business Cycle
by Martin Kuncl - 15-8 What Drives Bank-Intermediated Trade Finance? Evidence from Cross-Country Analysis
by Jose Maria Serena & Garima Vasishtha - 15-7 Information, Risk Sharing and Incentives in Agency Problems
by Jia Xie - 15-6 A New Data Set of Quarterly Total Factor Productivity in the Canadian Business Sector
by Shutao Cao & Sharon Kozicki - 15-5 Motivations for Capital Controls and Their Effectiveness
by Radhika Pandey & Gurnain Pasricha & Ila Patnaik & Ajay Shah - 15-4 Does Financial Integration Increase Welfare? Evidence from International Household-Level Data
by Christian Friedrich - 15-3 The Efficiency of Private E-Money-Like Systems: The U.S. Experience with National Bank Notes
by Warren E. Weber - 15-2 International Spillovers of Large-Scale Asset Purchases
by Sami Alpanda & Serdar Kabaca - 15-1 Immigrants and Mortgage Delinquency in the United States
by Zhenguo Lin & Yingchun Liu & Jia Xie
2014
- 14-59 Demographics and the Demand for Currency
by Geoffrey R. Dunbar - 14-58 Addressing Household Indebtedness: Monetary, Fiscal or Macroprudential Policy?
by Sami Alpanda & Sarah Zubairy - 14-57 International Spillovers of Policy Uncertainty
by Stefan Klößner & Rodrigo Sekkel - 14-56 High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market
by George Jiang & Ingrid Lo & Giorgio Valente - 14-55 Persistent Leverage in Portfolio Sorts: An Artifact of Measurement Error?
by Michael Mueller - 14-54 International House Price Cycles, Monetary Policy and Risk Premiums
by Gregory Bauer - 14-53 The Impact of U.S. Monetary Policy Normalization on Capital Flows to Emerging-Market Economies
by Tatjana Dahlhaus & Garima Vasishtha - 14-52 Targeting Inflation from Below - How Do Inflation Expectations Behave?
by Michael Ehrmann - 14-51 Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings
by Sermin Gungor & Richard Luger - 14-50 The Effect of the Federal Reserve’s Tapering Announcements on Emerging Markets
by Vikram Rai & Lena Suchanek - 14-49 Credit Market Frictions and Sudden Stops
by Yuko Imura - 14-48 The Propagation of Industrial Business Cycles
by Maximo Camacho & Danilo Leiva-Leon - 14-47 Labour Share Fluctuations in Emerging Markets: The Role of the Cost of Borrowing
by Serdar Kabaca - 14-46 Are There Gains from Pooling Real-Time Oil Price Forecasts?
by Christiane Baumeister & Lutz Kilian & Thomas K. Lee - 14-45 On the Importance of Sales for Aggregate Price Flexibility
by Oleksiy Kryvtsov & Nicolas Vincent - 14-44 The Role of Card Acceptance in the Transaction Demand for Money
by Kim Huynh & Philipp Schmidt-Dengler & Helmut Stix - 14-43 International Transmission Channels of U.S. Quantitative Easing: Evidence from Canada
by Tatjana Dahlhaus & Kristina Hess & Abeer Reza - 14-42 What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?
by Ron Alquist & Gregory Bauer & Antonio Diez de los Rios - 14-41 Improving Public Equity Markets? No Pain, No Gain
by Katya Kartashova - 14-40 Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?
by Rodrigo Sekkel - 14-39 Real-Time Nowcasting of Nominal GDP Under Structural Breaks
by William A. Barnett & Marcelle Chauvet & Danilo Leiva-Leon - 14-38 A New Approach to Infer Changes in the Synchronization of Business Cycle Phases
by Danilo Leiva-Leon - 14-37 Predicting Financial Stress Events: A Signal Extraction Approach
by Ian Christensen & Fuchun Li