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| 01858cam 2200349za 4500 |
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| 001 | 9.851426 |
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| 003 | CaOODSP |
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| 005 | 20221107154356 |
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| 007 | cr ||||||||||| |
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| 008 | 180208s2018 onc ob f000 0 eng d |
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| 040 | |aCaOODSP|beng |
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| 041 | |aeng|bfre |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-1/112-2018E-PDF |
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| 100 | 1 |aGao, Jeffrey. |
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| 245 | 14|aThe Government of Canada debt securities data set |h[electronic resource] / |cJeffrey Gao, Francisco Rivadeneyra and Gabriel Rodriguez Rondon. |
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| 260 | |a[Ottawa] : |bBank of Canada, |c2018. |
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| 300 | |aii, 14 p. |
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| 490 | 1 |aTechnical report = Rapport technique, |x1919-689X ; |vno. 112 |
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| 500 | |a"February 2018." |
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| 504 | |aIncludes bibliographical references (p. 10-11). |
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| 520 | 3 |a"We present the daily time series of the outstanding amounts of all Government of Canada marketable debt securities from July 2001 to June 2017. The data set is accompanied by a matching data set describing the most relevant events for each bond on each day: auction, repurchase, benchmark status and maturity. This previously unavailable data set is designed with academic researchers and market participants in mind and could be regularly updated in the future. We discuss the construction of the data set and potential uses for empirical asset pricing and related studies"--Abstract, p. ii. |
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| 546 | |aIncludes abstract in French. |
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| 692 | 07|2gccst|aBonds |
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| 692 | 07|2gccst|aStock markets |
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| 692 | 07|2gccst|aStatistical analysis |
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| 693 | 4|aEconometrics |
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| 700 | 1 |aRivadeneyra, Francisco. |
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| 700 | 1 |aRodriguez Rondon, Gabriel. |
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| 710 | 2 |aBank of Canada. |
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| 830 | #0|aTechnical report (Bank of Canada)|x1919-689X ; |vno. 112|w(CaOODSP)9.505019 |
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| 856 | 40|qPDF|s454 KB|uhttps://publications.gc.ca/collections/collection_2018/banque-bank-canada/FB3-1-112-2018-eng.pdf |
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