Jessica Lee - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T10:06:55+00:00COVID-19 Crisis: Lessons Learned for Future Policy Research
https://www.bankofcanada.ca/2021/02/staff-discussion-paper-2021-2/
One year later, we review the events that took place in Canadian fixed-income markets at the beginning of the COVID-19 crisis and propose potential policy research questions for future work.2021-02-24T12:28:17+00:00enCOVID-19 Crisis: Lessons Learned for Future Policy Research2021-02-24Coronavirus disease (COVID-19)Financial marketsMonetary policyStaff Discussion Paper 2021-2https://www.bankofcanada.ca/wp-content/uploads/2021/02/sdp2021-2.pdfCOVID-19 Crisis: Lessons Learned for Future Policy ResearchJean-Sébastien FontaineCorey GarriottJesse JohalJessica LeeAndreas UthemannFebruary 2021DD4D47EE4E41E5GG0G01G1G14G2G20G21G23Borrowing Costs for Government of Canada Treasury Bills
https://www.bankofcanada.ca/2019/10/staff-analytical-note-2019-28/
The cost of borrowing Government of Canada treasury bills (t-bills) in the repurchase (repo) market is mainly explained by the relationship between the parties involved. Some pairs of parties conduct most of their repos for t-bills rather than bonds, and at relatively high borrowing costs. We speculate that these pairs have formed a mutually beneficial service relationship in which one party consistently receives t-bills, while the other receives cash at a relatively cheap rate.2019-10-07T13:42:14+00:00enBorrowing Costs for Government of Canada Treasury Bills2019-10-07