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.
Permanent link to this Catalogue record:
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| Title | Government of Canada securities in the cash, repo and securities lending markets / by Narayan Bulusu and Sermin Gungor. |
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| Publication type | Monograph - View Master Record |
| Language | [English] |
| Format | Digital text |
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| Description | ii, 41 p. : charts (mostly col.) |
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