Chris D'Souza - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T12:39:22+00:00The Effects of Economic News on Bond Market Liquidity
https://www.bankofcanada.ca/2004/05/working-paper-2004-16/
The authors contrast the impact of two sources of information flow on the volatility of prices, trading activity, and liquidity in the brokered interdealer market for Government of Canada bonds.2004-05-01T13:01:06+00:00enThe Effects of Economic News on Bond Market Liquidity2004-05-01Debt managementFinancial marketsMarket structure and pricingWorking Paper 2004-16 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp04-16.pdfThe Effects of Economic News on Bond Market LiquidityChris D'SouzaCharles GaaMay 2004GG1G14