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
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| Department/Agency | Bank of Canada. |
|---|---|
| Title | Liquidity 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 paper1701-939799-11 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Other formats | Paper-[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. |
| Description | 55p.graphs, references, tables |
| ISSN | 1701-9397 |
| Catalogue number |
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| Subject terms | Securities Currency Market analysis |
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