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Bank of Canada RSS Feedsen2024-03-28T09:09:08+00:00An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds
https://www.bankofcanada.ca/2003/09/working-paper-2003-28/
The authors empirically measure Canadian bond market liquidity using a number of indicators proposed in the literature and detail, for the first time, price and trade dynamics in the Government of Canada secondary bond market. They find, consistent with Inoue (1999), that the Canadian brokered interdealer fixed-income market is relatively liquid for its size.2003-09-04T14:48:59+00:00enAn Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds2003-09-04Financial marketsMarket structure and pricingWorking Paper 2003-28 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp03-28.pdfAn Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada BondsChris D'SouzaCharles GaaJing YangSeptember 2003GG1G10G14