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Liquidity of the government of Canada securities market : stylized facts and some market microstructure comparisons to the United States treasury market / by Toni Gravelle.: FB3-2/99-11E-PDF

The aims of this study are to examine how liquidity in the Government of Canada securities market has evolved over the 1990s and to determine what factors influence the level of liquidity in this market, with some comparisons to the U.S. Treasury securities market.--Page v

Permanent link to this Catalogue record:
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Publication information
Department/Agency
  • Bank of Canada.
TitleLiquidity of the government of Canada securities market : stylized facts and some market microstructure comparisons to the United States treasury market / by Toni Gravelle.
Series title
  • Bank of Canada working paper 1701-9397 99-11
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Other formatsPhysical text-[English]
Note(s)
  • "The aims of this study are to examine how liquidity in the Government of Canada securities market has evolved over the 1990s and to determine what factors influence the level of liquidity in this market, with some comparisons to the U.S. Treasury securities market."--Page v.
  • The ISBN (0-662-27986-7) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication.
  • Résumé en français.
Publishing information
  • Ottawa - Ontario : Bank of Canada July 1999.
Description55p.graphs, references, tables
ISSN1701-9397
Catalogue number
  • FB3-2/99-11E-PDF
Subject terms
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