Is the Excess Bond Premium a Leading Indicator of Canadian Economic Activity?
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References listed on IDEAS
- Maxime Leboeuf & James Pinnington, 2017. "What Explains the Recent Increase in Canadian Corporate Bond Spreads," Staff Analytical Notes 17-2, Bank of Canada.
- Nathan Bedock & Dalibor Stevanovic, 2017.
"An empirical study of credit shock transmission in a small open economy,"
Canadian Journal of Economics, Canadian Economics Association, vol. 50(2), pages 541-570, May.
- Nathan Bedock & Dalibor Stevanović, 2017. "An empirical study of credit shock transmission in a small open economy," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(2), pages 541-570, May.
- Nathan Bedock & Dalibor Stevanovic, 2012. "An Empirical Study of Credit Shock Transmission in a Small Open Economy," CIRANO Working Papers 2012s-16, CIRANO.
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Cited by:
- Kabaca, Serdar & Tuzcuoglu, Kerem, 2024.
"International transmission of quantitative easing policies: Evidence from Canada,"
Journal of Economic Dynamics and Control, Elsevier, vol. 162(C).
- Serdar Kabaca & Kerem Tuzcuoglu, 2022. "International Transmission of Quantitative Easing Policies: Evidence from Canada," Staff Working Papers 22-30, Bank of Canada.
- Patrick Blagrave & Claudia Godbout & Justin-Damien Guénette & René Lalonde & Nikita Perevalov, 2020. "IMPACT: The Bank of Canada’s International Model for Projecting Activity," Technical Reports 116, Bank of Canada.
- Yang Zhang & Lena Suchanek & Jonathan Swarbrick & Joel Wagner & Tudor Schlanger, 2021. "Sequencing Extended Monetary Policies at the Effective Lower Bound," Discussion Papers 2021-10, Bank of Canada.
- Nusrat Jahan, 2022. "Macroeconomic Determinants of Corporate Credit Spreads: Evidence from Canada," Carleton Economic Papers 22-07, Carleton University, Department of Economics.
- Guillaume Ouellet Leblanc & Maxime Leboeuf, 2019. "Bridging Canadian Business Lending and Market-Based Risk Measures," Staff Analytical Notes 2019-26, Bank of Canada.
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More about this item
Keywords
Business fluctuations and cycles; Financial markets;JEL classification:
- E - Macroeconomics and Monetary Economics
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G - Financial Economics
- G1 - Financial Economics - - General Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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