Has liquidity in Canadian government bond markets deteriorated? / by Sermin Gungor and Jun Yang.: FB3-7/2017-10E-PDF
"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.
Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.847835&sl=0
Department/Agency | Bank of Canada. |
---|---|
Title | Has liquidity in Canadian government bond markets deteriorated? / by Sermin Gungor and Jun Yang. |
Series title | Staff analytical note = Note analytique du personnel, 2369-9639 ; 2017-10 |
Publication type | Series - View Master Record |
Language | [English] |
Format | Electronic |
Electronic document | |
Note(s) | Title from cover. Includes bibliographical references. Text in English, abstract in English and French. |
Publishing information | Ottawa : Bank of Canada, c2017. |
Author / Contributor | Gungor, Sermin. Yang, Jun, 1970- |
Description | ii, 6 p. : graphs |
Catalogue number |
|
Subject terms | Economic indicators Bonds Market analysis |
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.- Date modified: