| 000 | 00000nam 2200000zi 4500 |
| 001 | 9.950028 |
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| 003 | CaOODSP |
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| 005 | 20250416082143 |
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| 006 | m o d f |
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| 007 | cr mn||||||||| |
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| 008 | 250411t20242024oncd ob f|0| 0 eng d |
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| 040 | |aCaOODSP|beng|erda|cCaOODSP |
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| 041 | |aeng|beng|bfre |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-5/2024-34E-PDF |
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| 100 | 1 |aDiez de los Rios, Antonio, |eauthor. |
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| 245 | 10|aEstimating the portfolio-balance effects of the Bank of Canada’s Government of Canada Bond Purchase Program / |cby Antonio Diez de los Rios. |
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| 264 | 1|a[Ottawa] : |bBank of Canada = Banque du Canada, |c2024. |
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| 264 | 4|c©2024 |
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| 300 | |a1 online resource (ii, 34 pages, 3 unnumbered pages) : |bgraphs. |
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| 336 | |atext|btxt|2rdacontent |
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| 337 | |acomputer|bc|2rdamedia |
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| 338 | |aonline resource|bcr|2rdacarrier |
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| 490 | 1 |aStaff working paper = Document de travail du personnel, |y1701-9397 ; |v2024-34 |
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| 500 | |aISSN assigned to different series. |
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| 500 | |a"Last updated: October 7, 2024." |
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| 504 | |aIncludes bibliographical references (pages 26-29). |
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| 520 | 3 |a"I propose a novel dynamic portfolio-balance model of the yield curve for Government of Canada bonds to evaluate the portfolio-balance effects of the Bank of Canada’s Government of Canada Bond Purchase Program. My results suggest that this program, launched on March 27, 2020, in response to the COVID-19 pandemic, lowered the weighted average maturity of the Government of Canada’s debt by approximately 1.4 years. This in turn reduced Canadian 10-year and 5-year zero-coupon yields by 84 and 52 basis points, respectively"--Abstract, page ii. |
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| 546 | |aIncludes abstract in French. |
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| 650 | 0|aBanks and banking|zCanada|xEconometric models. |
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| 650 | 0|aInterest rates|xEconomic aspects|zCanada. |
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| 650 | 0|aMonetary policy|xEconomic aspects|zCanada. |
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| 650 | 0|aCOVID-19 (Disease)|xEconomic aspects|zCanada. |
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| 650 | 6|aBanques|zCanada|xModèles économétriques. |
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| 650 | 6|aTaux d'intérêt|xAspect économique|zCanada. |
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| 650 | 6|aPolitique monétaire|xAspect économique|zCanada. |
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| 650 | 6|aCOVID-19|xAspect économique|zCanada. |
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| 710 | 2 |aBank of Canada, |eissuing body. |
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| 830 | #0|aStaff working paper (Bank of Canada)|v2024-34.|w(CaOODSP)9.806221 |
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| 856 | 40|qPDF|s672 KB|uhttps://publications.gc.ca/collections/collection_2025/banque-bank-canada/FB3-5-2024-34-eng.pdf |
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