G - Financial Economics - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T21:14:42+00:00Risk, Entropy, and the Transformation of Distributions
https://www.bankofcanada.ca/2002/04/working-paper-2002-11/
The exponential family, relative entropy, and distortion are methods of transforming probability distributions. We establish a link between those methods, focusing on the relation between relative entropy and distortion.2002-04-01T11:54:42+00:00enRisk, Entropy, and the Transformation of Distributions2002-04-01Econometric and statistical methodsFinancial marketsMarket structure and pricingWorking Paper 2002-11 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-11.pdfRisk, Entropy, and the Transformation of DistributionsMark ReesorDon McLeishApril 2002CC0C1DD8GG0The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ
https://www.bankofcanada.ca/2002/04/working-paper-2002-9/
Although dealership government and equity securities have, on the surface, similar market structures, the author demonstrates that some subtle differences exist between them that are likely to significantly affect the way market-makers trade, and as such have an impact on the liquidity that they provide.2002-04-01T11:39:38+00:00enThe Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ2002-04-01Debt managementFinancial marketsMarket structure and pricingWorking Paper 2002-9 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-9.pdfThe Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They DifferToni GravelleApril 2002GG1G10G15G18