Government of Canada securities in the cash, repo and securities lending markets / by Narayan Bulusu and Sermin Gungor.: FB3-6/2018-4E-PDF
"This paper documents the properties of Government of Canada securities in cash, repo and securities lending transactions over their life cycle. By tracking every security fromissuance to maturity, we are able to highlight inter-linkages between the markets for cashand for specific securities. Our results indicate that the interaction of search frictions withclientele effects may be key to producing the patterns of trade exhibited by bonds ofdifferent maturities"--Abstract, p. ii.
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| Department/Agency | Bank of Canada. |
|---|---|
| Title | Government of Canada securities in the cash, repo and securities lending markets / by Narayan Bulusu and Sermin Gungor. |
| Series title | Bank of Canada staff discussion paper, 1914-0568 ; 2018-4 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Note(s) | "January 2018." Includes bibliographical references (p. 27-30). Includes abstract in French. |
| Publishing information | [Ottawa] : Bank of Canada, 2018. |
| Author / Contributor | Bulusu, Narayan. Gungor, Sermin. |
| Description | ii, 41 p. : charts (mostly col.) |
| Catalogue number |
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| Subject terms | Bonds Capital markets |
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