COVID-19 and bond market liquidity: alert, isolation and recovery https://www.bankofcanada.ca/?p=213550 2-year Government of Canada benchmark bond 2019 maximum weekly trade volume US Treasury bonds (left scale) Government of Canada bonds (right scale) 2-year Government of Canada benchmark bond 2019 maximum weekly Roll measure Number of links (left scale) Network complexity (right scale) 2-year Government of Canada benchmark bond Provincial bonds (left scale) Canada Mortgage Bonds (left scale) Government of Canada bonds (right scale) 5.8694188014.372797604821031.0340179453.647686617138.5000002.2093780.1162890004.1562.67545.898 5.9597978014.372797605221020.9316662443.647686617134.6000101.9990050.0056564004.5672.11634.953 5.4460807514.37279760409851.0740532233.647686617121.7500001.9750890.0817917504.1642.35332.476 6.1224430014.37279760429861.0072596213.647686617137.0000002.2867580.0914714003.0512.22339.061 11.2750312014.372797606041702.0286036443.647686617183.0000003.1760910.2677336006.5693.37654.991 16.8799570014.372797608762214.5808427843.647686617172.3999903.1296330.3478873276.5324.66977.515 10.5059698014.372797607381694.8446894593.647686617141.6000102.9726050.7506500006.0284.95557.232 5.3056814014.372797606381204.4841027173.647686617130.8000002.5385050.5385293365.8713.19742.116 8.5466444014.372797607161382.5545012533.647686617144.8000002.4638000.4259940003.1902.93448.920 7.8484960014.372797607011881.5941689773.647686617122.0000002.2342720.0665445006.7483.97063.262 6.4033.18553.457 5.9242.18548.762