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.
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publications.gc.ca/pub?id=9.847835&sl=1
| Ministère/Organisme | Bank of Canada. |
|---|---|
| Titre | Has liquidity in Canadian government bond markets deteriorated? / by Sermin Gungor and Jun Yang. |
| Titre de la série | Staff analytical note = Note analytique du personnel, 2369-9639 ; 2017-10 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Électronique |
| Document électronique | |
| Note(s) | Title from cover. Includes bibliographical references. Text in English, abstract in English and French. |
| Information sur la publication | Ottawa : Bank of Canada, c2017. |
| Auteur / Contributeur | Gungor, Sermin. Yang, Jun, 1970- |
| Description | ii, 6 p. : graphs |
| Numéro de catalogue |
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| Descripteurs | Economic indicators Bonds Market analysis |
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