Shorter analysis of markets and policy, written for practitioners and policy-makers and published through the Bank of Canada or practitioner-oriented journals.
Crisis and interventions
- Will Asset Managers Dash for Cash? Implications for Central BanksPlain-language summary
- COVID-19 Crisis: Lessons Learned for Future Policy Research
- COVID-19 and Bond Market Liquidity: Alert, Isolation and Recovery
- Improving the Resilience of Core Funding Markets
Bond market
- How Much Risk in U.S. Government Bond Markets Is Transmitted to Their Canadian Counterparts?
- The Boundaries of Bank Funding: The Case of Canadian Cash ETFs
- Will Exchange-Traded Funds Shape the Future of Bond Dealing?
- Relative Value of Government of Canada Bonds
- What Drives Episodes of Settlement Fails in the Government of Canada Bond Market?
- Do Liquidity Proxies Measure Liquidity in Canadian Bond Markets?
- Foreign Flows and Their Effects on Government of Canada Yields
- Access, Competition and Risk in Centrally Cleared Markets
Repo market
- A Buoy on Funding Tides: How Client Repo Demand and Dealer Constraints Lifted CORRA
- The Dealer-to-Client Repo Market: A Buoy on a Swaying Sea
- Price Caps in Canadian Bond Borrowing Markets
- Repo Market Functioning when the Interest Rate Is Low or Negative
- Securities Financing and Bond Market Liquidity
Interest rates and monetary policy
- Macro News in Market Moves: Classifying News through Asset Co-movements
- The Secular Decline of Forecasted Interest Rates
- Unconventional Monetary Policy: The Perspective of a Small Open Economy
Exchange rates
- Monetary Policy, Interest Rates and the Canadian Dollar
- Real Exchange Rate Decompositions
- The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility
- The Share of Systematic Variations in the Canadian Dollar — Part III
- The Share of Systematic Variations in the Canadian Dollar — Part II
- The Share of Systematic Variations in the Canadian Dollar — Part I
Equity markets
- It Takes a Panel to Predict the Future: What the Stock Market Says about Future Economic Growth in Canada
- What Cured the TSX Equity Index after COVID-19?
- Canadian Stock Market since COVID-19: Why a V-Shaped Price Recovery?