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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
Bulusu, Narayan; Gungor, Sermin
2021
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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. When citing this dataset, please also cite the associated article. A sample Publication Citation is provided below.

Details

Resource Type
Dataset
Series (Uniform Title)
Reproducibility Package
Ensemble de données pour la reproductibilité des résultats de recherche
DOI
https://doi.org/10.5683/SP3/YCEWNZ
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
Bulusu, Narayan (Bank of Canada)
Gungor, Sermin (Bank of Canada)
Publisher
Borealis
Date
2021-04-07
Relevant Dates
2022-4-12: Updated
2021-4-7: Issued
Version
1
Language
English
Availability Statement
Files may be downloaded from digital repository linked in the DOI field
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.
Record Appears in
Bank of Canada Research > Research Reproducibility Packages

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