Fixed Income Markets
NOTE: The papers listed here are reproduced as submitted by their respective authors, and do not necessarily reflect the opinions or policies of the Bank of Canada. Papers submitted by persons not in the employ of the Bank of Canada may be subject to the copyright policies of the submitters' organizations and/or countries, and therefore should not be reproduced in whole or in part without the permission of the author(s). Papers are presented in the language of the authors only.
Caroline Jardet, Alain Monfort, and Fulvio Pegoraro
Discussion: R. Mark Reesor
Monika Piazzesi, and Martin Schneider
"Information Shocks, Liquidity Shocks, Jumps, and Price Discovery—Evidence from the U.S. Treasury Market"