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| 01780cam 2200325za 4500 |
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| 001 | 9.847835 |
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| 003 | CaOODSP |
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| 005 | 20221107153530 |
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| 007 | cr ||||||||||| |
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| 008 | 171127s2017 oncd #ob f000 0 eng d |
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| 040 | |aCaOODSP|beng |
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| 041 | |aeng|bfre |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-7/2017-10E-PDF |
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| 100 | 1 |aGungor, Sermin. |
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| 245 | 10|aHas liquidity in Canadian government bond markets deteriorated? |h[electronic resource] / |cby Sermin Gungor and Jun Yang. |
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| 260 | |aOttawa : |bBank of Canada, |cc2017. |
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| 300 | |aii, 6 p. : |bgraphs |
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| 490 | 1 |aStaff analytical note = Note analytique du personnel, |x2369-9639 ; |v2017-10 |
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| 500 | |aTitle from cover. |
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| 504 | |aIncludes bibliographical references. |
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| 520 | |a"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. |
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| 546 | |aText in English, abstract in English and French. |
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| 692 | 07|2gccst|aEconomic indicators |
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| 692 | 07|2gccst|aBonds |
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| 692 | 07|2gccst|aMarket analysis |
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| 700 | 1 |aYang, Jun, |d1970- |
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| 710 | 2 |aBank of Canada. |
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| 830 | #0|aStaff analytical note,|x2369-9639 ; |v2017-10.|w(CaOODSP)9.807323 |
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| 856 | 40|qPDF|s1.28 MB|uhttps://publications.gc.ca/collections/collection_2017/banque-bank-canada/FB3-7-2017-10-eng.pdf |
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