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Credit, interest rate spreads and the monetary policy transmission mechanism : [proceedings of a conference held at the Bank of Canada, November 1994]

1995

Persistent link: https://www.econbiz.de/10000980805

Investment, private information, and social learning : a case study of the semiconductor industry

Cunningham, Rose M. - 2004

Persistent link: https://www.econbiz.de/10002226241

Real effects of price stability with endogenous nominal indexation

Meh, Césaire Assah; Quadrini, Vincenzo; Terajima, Yaz - 2009

We study a model with repeated moral hazard where financial contracts are not fully indexed to inflation because nominal prices are observed with delay as in Jovanovic & Ueda (1997). More constrained firms sign contracts that are less indexed to the nominal price and, as a result, their...

Persistent link: https://www.econbiz.de/10003852858

A financial conditions index for the United States

Beaton, Kimberly; Lalonde, René; Luu, Corinne - 2009

The financial crisis of 200709 has highlighted the importance of developments in financial conditions for real economic activity. The authors estimate the effect of current and past shocks to financial variables on U.S. GDP growth by constructing two growthbased financial conditions indexes...

Persistent link: https://www.econbiz.de/10003933229

Measures of aggregate credit conditions and their potential use by central banks

García, Alejandro; Prokopiw, Andrei - 2009

Understanding the nature of credit risk has important implications for financial stability. Since authorities notably … difficulty lies in finding reliable measures of aggregate credit risk in the economy, as opposed to firmlevel credit risk. In … this paper, the authors examine two models recently developed for this purpose: a reduced-form model applied to credit …

Persistent link: https://www.econbiz.de/10003933233

Short changed? : the market's reaction to the short sale ban of 2008

Gagnon, Louis; Witmer, Jonathan - 2009

Do short sales restrictions have an impact on security prices? We address this question in the context of a natural experiment surrounding the short sale ban of 2008 using a comprehensive sample of Canadian stocks cross-listed in the U.S. Among financial stocks, which were singled out by the ban...

Persistent link: https://www.econbiz.de/10003933290

Real time detection of structural breaks in GARCH models

He, Zhongfang; Maheu, John M. - 2009

A sequential Monte Carlo method for estimating GARCH models subject to an unknown number of structural breaks is proposed. Particle filtering techniques allow for fast and efficient updates of posterior quantities and forecasts in real time. The method conveniently deals with the path dependence...

Persistent link: https://www.econbiz.de/10003933353

Financial market imperfection, overinvestment, and speculative precaution

Calmès, Christian - 2004

Persistent link: https://www.econbiz.de/10002175238

Regulatory changes and financial structure : the case of Canada

Calmès, Christian - 2004

Persistent link: https://www.econbiz.de/10002175247

Financial system review

Bank of Canada - Ottawa - 2002,Dez. - 2016,Juni

Persistent link: https://www.econbiz.de/10001727899

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