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Bank of Canada RSS Feedsen2024-03-28T12:14:36+00:00Liquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States Treasury Market
https://www.bankofcanada.ca/1999/07/working-paper-1999-11/
The aims of this study are to examine how liquidity in the Government of Canada securities market has evolved over the 1990s and to determine what factors influence the level of liquidity in this market, with some comparisons to the U.S. Treasury securities market. We find empirical support for the hypothesis that an increase in […]1999-07-03T15:18:48+00:00enLiquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States Treasury Market1999-07-03Financial marketsWorking Paper 1999-11 https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp99-11.pdfLiquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States TreasuryToni GravelleJuly 1999DD4GG1G2