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Bank of Canada RSS Feedsen2024-03-29T02:01:57+00:00Do Liquidity Proxies Measure Liquidity in Canadian Bond Markets?
https://www.bankofcanada.ca/2017/12/staff-analytical-note-2017-23/
This analytical note evaluates the reliability of proxies for measuring liquidity in Canadian bond markets. We find that price-impact and bid-ask proxies paint a similar picture of evolving liquidity conditions to that obtained from richer measures of liquidity for benchmark Government of Canada bonds.2017-12-08T10:52:32+00:00enDo Liquidity Proxies Measure Liquidity in Canadian Bond Markets?2017-12-08