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Évaluation des effets de portefeuille du Programme d’achat d’obligations du gouvernement du Canada sur la courbe de rendement canadienne

Author

Listed:
  • Antonio Diez de los Rios

Abstract

Le Programme d’achat d’obligations du gouvernement du Canada, lancé par la Banque du Canada en réponse à la pandémie de COVID-19, a réduit d’environ 1,4 an l’échéance moyenne pondérée de l’encours de la dette du gouvernement du Canada. Cette réduction a entraîné une diminution du rendement des obligations canadiennes coupon zéro à 10 ans et à 5 ans de 84 et 52 points de base, respectivement.

Suggested Citation

  • Antonio Diez de los Rios, 2024. "Évaluation des effets de portefeuille du Programme d’achat d’obligations du gouvernement du Canada sur la courbe de rendement canadienne," Staff Analytical Notes 2024-22fr, Bank of Canada.
    • Handle: RePEc:bca:bocsan:24-22fr
    as

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    File URL: https://www.banqueducanada.ca/2024/10/note-analytique-personnel-2024-22/
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    More about this item

    Keywords

    Évaluation des actifs; Maladie à coronavirus (COVID-19); Politique monétaire; Recherches menées par les banques centrales; Taux d'intérêt;
    All these keywords.

    JEL classification:

    • E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • G1 - Financial Economics - - General Financial Markets
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • H6 - Public Economics - - National Budget, Deficit, and Debt
    • H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt

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