Debt management - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-29T11:33:06+00:00Government of Canada Yield-Curve Dynamics, 1986-2003
https://www.bankofcanada.ca/wp-content/uploads/2010/06/johnson.pdf
A database of historical Government of Canada zero-coupon yield curves developed at the Bank of Canada is introduced in this article, which also includes an initial statistical analysis of the behaviour and evolution of the zero-coupon interest (spot) rates over the full period and two distinct subperiods. Specific areas of interest include the evolution of the levels of key interest rates and yield-curve measures over the sample as well as daily changes in the key interest rates and the yield-curve measures; the identification of a relatively small number of factors that drove the evolution of the yield curve; and the total returns that would have been realized by holding bonds of different maturities for a given holding period.2004-12-24T07:11:02+00:00enGovernment of Canada Yield-Curve Dynamics, 1986-20032004-12-24The Evolution of Liquidity in the Market for Government of Canada Bonds
https://www.bankofcanada.ca/wp-content/uploads/2010/06/anderson.pdf
Using turnover ratios, Anderson and Lavoie describe the recent evolution of liquidity in various secondary government bond markets, focusing specifically on the market for Government of Canada securities. They attribute much of the recent variation in liquidity to such cyclical factors as changes in the interest rate environment and investors' appetite for risk, as well as developments in equity markets in the late 1990s. They also examine longer-term structural and policy-related trends, including the rate of adoption of financial and technological innovations and the level of government borrowing and debt-management initiatives.2004-08-23T13:38:33+00:00enThe Evolution of Liquidity in the Market for Government of Canada Bonds2004-08-23The 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