Replication Data and Code for: The life cycle of trading activity and liquidity of Government of Canada bonds: Evidence from cash, repo and securities lending markets
2021
Description
Abstract: The data and programs replicate tables and figures from "The life cycle of trading activity and liquidity of Government of Canada bonds: Evidence from cash, repo and securities lending markets", by Bulusu and Gungor. Please see the ReadMe file for additional details. (2021-04-07)
Replication data for peer-reviewed article published in Canadian Journal of Economics. Paper published online April 7, 2021.
Details
Resource Type
Dataset
Series (Uniform Title)
Title
Replication Data and Code for: The life cycle of trading activity and liquidity of Government of Canada bonds: Evidence from cash, repo and securities lending markets
Creator
Publisher
Borealis
Date
2021-04-07
Version
1
Language
English
Relevant Dates
2022-04-12: Updated
2021-04-07: Issued
2021-04-07: Issued
Rights
Creative Commons Attribution Noncommercial 4.0 International, CC-BY-NC-4.0, (https://creativecommons.org/licenses/by-nc/4.0/legalcode)
JEL Codes
Publication Citation
Bulusu, N. and S. Gungor. 2021. "The life cycle of trading activity and liquidity of Government of Canada bonds: Evidence from cash, repo and securities lending markets." Canadian Journal of Economics 54 No. 2. https://doi.org/10.1111/caje.12505.
Availability Statement
Files may be downloaded from digital repository linked in the DOI field
Record Appears in
Related Items
Relation Type
Record Is Supplement To
Relationship Note
Reproducibility package is associated with peer-reviewed article
Related Item
Journal Article
Title
The life cycle of trading activity and liquidity of Government of Canada bonds: Evidence from cash, repo and securities lending markets
Identifier
Publication Date
2021
Volume
54
Issue
2
Pages
557 - 581
Publisher
Canadian Journal of Economics (Wiley-Blackwell)