Liquidity of the government of Canada securities market : stylized facts and some market, microstructure comparisons to the United States treasury market / by Tonie Gravelle. : FB3-2/99-11E
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 Tonie Gravelle. |
| Series title | Working paper1192-543499-11 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Paper |
| Other formats | Electronic-[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. Résumés en français |
| Publishing information | Ottawa - Ontario : Bank of Canada 1999. |
| Binding | Softcover |
| Description | 46p. : graphs, references, tables ; 28 cm. |
| ISBN | 0-662-27986-7 |
| ISSN | 1192-5434 |
| Catalogue number |
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| Subject terms | Securities Currency Market analysis |
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