| 000 | 00000nam 2200000zi 4500 |
| 001 | 9.912198 |
| 003 | CaOODSP |
| 005 | 20221107182518 |
| 006 | m o d f |
| 007 | cr |n||||||||| |
| 008 | 220610e201607##oncd ob f000 0 eng d |
| 040 | |aCaOODSP|beng|erda|cCaOODSP |
| 041 | |aeng|bfre |
| 043 | |an-cn--- |
| 086 | 1 |aFB3-5/2016-35E-PDF |
| 100 | 1 |aChristoffersen, Peter, |eauthor. |
| 245 | 10|aTime-varying crash risk : |bthe role of stock market liquidity / |cby Peter Christoffersen, Bruno Feunou, Yoontae Jeon and Chayawat Ornthanalai. |
| 264 | 1|aOttawa, Ontario, Canada : |bBank of Canada = Banque du Canada, |cJuly 2016. |
| 300 | |a1 online resource (ii, 53 pages) : |bcharts. |
| 336 | |atext|btxt|2rdacontent |
| 337 | |acomputer|bc|2rdamedia |
| 338 | |aonline resource|bcr|2rdacarrier |
| 490 | 1 |aStaff working paper = |aDocument de travail du personnel, |x1701-9397 ; |v2016-35 |
| 504 | |aIncludes bibliographical references (pages 27-30). |
| 546 | |aIncludes abstract in French. |
| 650 | 0|aLiquidity (Economics) |
| 650 | 0|aStock exchanges|xEconometric models|zCanada. |
| 650 | 6|aLiquidité (Économie politique) |
| 650 | 6|aBourse|xModèles économétriques|zCanada. |
| 710 | 2 |aBank of Canada, |eissuing body. |
| 830 | #0|aStaff working paper (Bank of Canada)|v2016-35.|w(CaOODSP)9.806221 |
| 856 | 40|qPDF|s1.44 MB|uhttps://publications.gc.ca/collections/collection_2022/banque-bank-canada/FB3-5-2016-35-eng.pdf |