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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 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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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 Tonie Gravelle.
Series title
  • Working paper 1192-5434 99-11
Publication typeMonograph - View Master Record
Language[English]
FormatPhysical text
Other formatsDigital 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.
  • Résumés en français
Publishing information
  • Ottawa - Ontario : Bank of Canada 1999.
BindingSoftcover
Description46p. : graphs, references, tables ; 28 cm.
ISBN0-662-27986-7
ISSN1192-5434
Catalogue number
  • FB3-2/99-11E
Subject terms
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