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040 |aCaOODSP|beng|erda|cCaOODSP
041 |aeng|bfre
043 |an-cn---
0861 |aFB3-5/2016-35E-PDF
1001 |aChristoffersen, Peter, |eauthor.
24510|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
4901 |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.
7102 |aBank of Canada, |eissuing body.
830#0|aStaff working paper (Bank of Canada)|v2016-35.|w(CaOODSP)9.806221
85640|qPDF|s1.44 MB|uhttps://publications.gc.ca/collections/collection_2022/banque-bank-canada/FB3-5-2016-35-eng.pdf