00000nam 2200000za 4500 9.851426 CaOODSP 20221107154356 cr ||||||||||| 180208s2018 onc ob f000 0 eng d CaOODSP eng eng fre n-cn--- FB3-1/112-2018E-PDF Gao, Jeffrey. The Government of Canada debt securities data set [electronic resource] / Jeffrey Gao, Francisco Rivadeneyra and Gabriel Rodriguez Rondon. [Ottawa] : Bank of Canada, 2018. ii, 14 p. Technical report = Rapport technique, 1919-689X ; no. 112 "February 2018." Includes bibliographical references (p. 10-11). "We present the daily time series of the outstanding amounts of all Government of Canada marketable debt securities from July 2001 to June 2017. The data set is accompanied by a matching data set describing the most relevant events for each bond on each day: auction, repurchase, benchmark status and maturity. This previously unavailable data set is designed with academic researchers and market participants in mind and could be regularly updated in the future. We discuss the construction of the data set and potential uses for empirical asset pricing and related studies"--Abstract, p. ii. Includes abstract in French. gccst Bonds gccst Stock markets gccst Statistical analysis Econometrics Rivadeneyra, Francisco. Rodriguez Rondon, Gabriel. Bank of Canada. Technical report (Bank of Canada) 1919-689X ; no. 112 (CaOODSP)9.505019 PDF 454 KB https://publications.gc.ca/collections/collection_2018/banque-bank-canada/FB3-1-112-2018-eng.pdf