00000nam 2200000za 4500 9.847835 CaOODSP 20250821075103 cr ||||||||||| 171127s2017 oncd #ob f000 0 eng d CaOODSP eng eng fre n-cn--- FB3-7/2017-10E-PDF Gungor, Sermin. Has liquidity in Canadian government bond markets deteriorated? [electronic resource] / by Sermin Gungor and Jun Yang. Ottawa : Bank of Canada, c2017. ii, 6 p. : graphs Staff analytical note = Note analytique du personnel, 2369-9639 ; 2017-10 Title from cover. Includes bibliographical references. "This note presents measures of liquidity used by the Bank of Canada to monitor market conditions and discusses recent trends in Government of Canada (GoC) fixed-income market liquidity. Our results indicate that the Bank’s measures have improved since the financial crisis. Furthermore, GoC market liquidity deteriorated following several stressful events: the euro crisis in 2011, the taper tantrum in 2013 and the oil price shock in 2015. In all three cases, the deterioration remained within historical norms and liquidity returned to normal levels afterwards."--Abstract, p. ii. Text in English, abstract in English and French. gccst Economic indicators gccst Bonds gccst Market analysis Yang, Jun, 1970- Bank of Canada. Staff analytical note (Bank of Canada) 2369-9639 ; 2017-10. (CaOODSP)9.807323 PDF 1.28 MB https://publications.gc.ca/collections/collection_2017/banque-bank-canada/FB3-7-2017-10-eng.pdf