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A century of trade elasticities for Canada, Japan, and the United States
Marquez, Jaime - Federal Reserve Board (Board of Governors of the … - 1995
any precision. This paper offers the first analysis ofthat role using data since 1890 for Canada, Japan, and the United …
Persistent link: https://www.econbiz.de/10005368475
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Relative price volatility: what role does the border play?
Engle, Charles; Rogers, John - Federal Reserve Board (Board of Governors of the … - 1998
attention to the effect of the U.S.-Canada free trade agreement on market integration. Our conclusions are unchanged: markets in … the U.S. and Canada are more segmented than can be explained by the physical distance between the two locations. Formal …
Persistent link: https://www.econbiz.de/10005372546
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Inflation targeting in the 1990s: the experiences of New Zealand, Canada, and the United Kingdom
Ammer, John; Freeman, Richard T. - Federal Reserve Board (Board of Governors of the … - 1994
We survey the recent experiences of three industrial countries -- New Zealand, Canada, and the United Kingdom -- that … tended to exceed long-term targets throughout the first several years of targeting. For New Zealand and Canada, survey data …
Persistent link: https://www.econbiz.de/10005712663
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Sectoral and aggregate shocks to industrial output in Germany, Japan and Canada
Krieger, Reva - Federal Reserve Board (Board of Governors of the … - 1989
Persistent link: https://www.econbiz.de/10005721220
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The sovereignty option: the Quebec referendum and market views on the Canadian dollar
Leahy, Michael P.; Thomas, Charles P. - Federal Reserve Board (Board of Governors of the … - 1996
We use exchange traded options on Canadian dollar futures to estimate the market's risk-neutral distribution for the …
Persistent link: https://www.econbiz.de/10005498744
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The international transmission of economic fluctuations: effects of U. S. business cycles on the Canadian economy
Schmitt-Grohe, Stephanie - Federal Reserve Board (Board of Governors of the … - 1995
Persistent link: https://www.econbiz.de/10005393975
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Securitization with recourse: an instrument that offers uninsured bank depositors sequential claims
Benveniste, Lawrence M.; Berger, Allen N. - Federal Reserve Board (Board of Governors of the … - 1987
Persistent link: https://www.econbiz.de/10005361181
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How consistent are credit ratings? a geographic and sectoral analysis of default risk
Ammer, John; Packer, Frank - Federal Reserve Board (Board of Governors of the … - 2000
We examine differences in default rates by sector and obligor domicile. We find evidence that credit ratings have been imperfectly calibrated across issuer sectors in the past. Controlling for year of issue and rating, default rates appear to be higher for U.S. financial firms than for U.S....
Persistent link: https://www.econbiz.de/10005368242
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On risk, rational expectations, and efficient asset markets
Stevens, Guy V.G.; Akbarian, Dara - Federal Reserve Board (Board of Governors of the … - 1994
portfolio size and degree of risk aversion of potential investors, the ability to borrow, and the hedging opportunities provided …
Persistent link: https://www.econbiz.de/10005368265
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Pitfalls in tests for changes in correlations
Boyer, Brian H.; Gibson, Michael S.; Loretan, Mico - Federal Reserve Board (Board of Governors of the … - 1997
"correlation breakdown." As a result, risk managers worry that their hedges will be useless when they are most needed, namely …. We make this point analytically, by way of several numerical examples, and via an empirical illustration. ; But, risk …
Persistent link: https://www.econbiz.de/10005368286