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Searching for the liquidity effect in Canada / by Ben S. C. Fung and Rohit Gupta, Department of Monetary and Financial Analysis.: FB3-2/94-12E

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.611697&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleSearching for the liquidity effect in Canada / by Ben S. C. Fung and Rohit Gupta, Department of Monetary and Financial Analysis.
Series title
  • Working paper 1192-5434 94-12
Publication typeMonograph - View Master Record
Language[English]
FormatPhysical text
Other formatsDigital text-[English]
Note(s)
  • Contents: Introduction.--A review of the empirical work on liquidity effects.--Methodology: structural vector autoregression and identification.--Empirical results.--Concluding remarks.--Appendix 1: description of the data.--Appendix 2: identification of the structural VAR.--Tables.--Graphs and figures.--Bibliography.
  • Résumés en français
Publishing information
  • Ottawa - Ontario : Bank of Canada 1994.
BindingSoftcover
Descriptionv, 51p. : graphs, references, tables ; 28 cm.
ISBN0-662-22804-9
ISSN1192-5434
Catalogue number
  • FB3-2/94-12E
Subject terms
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