000 01661cam  2200313za 4500
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008180201s2018    oncd    ob   f000 0 eng d
040 |aCaOODSP|beng
041 |aeng|bfre
043 |an-cn---
0861 |aFB3-6/2018-4E-PDF
1001 |aBulusu, Narayan.
24510|aGovernment of Canada securities in the cash, repo and securities lending markets |h[electronic resource] / |cby Narayan Bulusu and Sermin Gungor.
260 |a[Ottawa] : |bBank of Canada, |c2018.
300 |aii, 41 p. : |bcharts (mostly col.)
4901 |aBank of Canada staff discussion paper, |x1914-0568 ; |v2018-4
500 |a"January 2018."
504 |aIncludes bibliographical references (p. 27-30).
5203 |a"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.
546 |aIncludes abstract in French.
69207|2gccst|aBonds
69207|2gccst|aCapital markets
7001 |aGungor, Sermin.
7102 |aBank of Canada.
830#0|aStaff discussion paper (Bank of Canada)|x1914-0568 ; |v2018-4.|w(CaOODSP)9.806273
85640|qPDF|s7.14 MB|uhttps://publications.gc.ca/collections/collection_2018/banque-bank-canada/FB3-6-2018-4-eng.pdf