Maxim Ralchenko - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T05:12:16+00:00Historical Data on Repurchase Agreements from the Canadian Depository for Securities
https://www.bankofcanada.ca/2022/05/technical-report-121/
We develop an algorithm that extracts information about sale and repurchase agreements (repos) from disaggregated settlement data in order to generate a new historical dataset for research.2022-05-03T08:57:44+00:00enHistorical Data on Repurchase Agreements from the Canadian Depository for Securities2022-05-03Econometric and statistical methodsFinancial marketsTechnical Report 121https://www.bankofcanada.ca/wp-content/uploads/2022/05/tr121.pdfHistorical Data on Repurchase Agreements from the Canadian Depository for SecuritiesMaxim RalchenkoAdrian WaltonMay 2022CC5C55C8C81GG1G10