M.A., Duke University (2014)
B.Math, University of Waterloo (2012)
Jeffrey Gao is a Senior Analyst in the Banking and Payments Department (BAP) at the Bank of Canada.
Staff analytical notes
Staff working papers
The Impact of Government Debt Supply on Bond Market Liquidity: An Empirical Analysis of the Canadian MarketThis paper finds that Government of Canada benchmark bonds tend to be more illiquid over the subsequent month when there is a large increase in government debt supply. The result is both statistically and economically significant, stronger for the long-term than the short-term sector, and is robust when other macro factors are controlled for.
The Government of Canada Debt Securities Data SetWe present the daily time series of the outstanding amounts of all Government of Canada marketable debt securities from July 2001 to June 2017.
Open source projects
- Canadian Debt Strategy Model code on GitHub