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1.	PDF wp02-5 The Effects of Bank Consolidation on Risk Capital Allocation and Market Liquidity D'Souza, Chris ; Lai, Alexandra This paper investigates the effects of financial market consolidation on risk capital allocation in a financial institution and the implications for market liquidity in d[...] 2002 \| Text \| Staff Working Paper - Document de travail du personnel \| Detailed record - Similar records
2.	PDF wp04-16 The Effects of Economic News on Bond Market Liquidity D'Souza, Chris ; Gaa, Charles The authors contrast the impact of two sources of information flow on the volatility of prices, trading activity, and liquidity in the brokered interdealer market for Gov[...] 2004 \| Text \| Staff Working Paper - Document de travail du personnel \| Detailed record - Similar records
3.	PDF wp03-28 An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds D'Souza, Chris ; Gaa, Charles ; Yang, Jing The authors empirically measure Canadian bond market liquidity using a number of indicators proposed in the literature and detail, for the first time, price and trade dyn[...] 2003 \| Text \| Staff Working Paper - Document de travail du personnel \| Detailed record - Similar records
4.	PDF wp2013-50 Funding Advantage and Market Discipline in the Canadian Banking Sector Beyhaghi, Mehdi ; D'Souza, Chris ; Roberts, Gordon S. We employ a comprehensive data set and a variety of methods to provide evidence on the magnitude of large banks’ funding advantage in Canada, and on the extent to which m[...] 2013 \| Text \| Staff Working Paper - Document de travail du personnel \| Detailed record - Similar records
5.	PDF wp02-34 How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk? D'Souza, Chris This paper examines the daily hedging and risk-management practices of financial intermediaries in the Canadian foreign exchange (FX) market. Results reported in this pap[...] 2002 \| Text \| Staff Working Paper - Document de travail du personnel \| Detailed record - Similar records
6.	PDF wp02-16 A Market Microstructure Analysis of Foreign Exchange Intervention in Canada D'Souza, Chris This paper clarifies the role and the impact of foreign exchange dealers in the relationship between foreign exchange intervention and nominal exchange rates using a uniq[...] 2002 \| Text \| Staff Working Paper - Document de travail du personnel \| Detailed record - Similar records
7.	PDF wp07-27 Price Formation and Liquidity Provision in Short-Term Fixed Income Markets D'Souza, Chris ; Lo, Ingrid ; Sapp, Stephen Differences in market structures may affect the manner in which fundamental information is incorporated into prices. High levels of quote and trade transparency plus subs[...] 2007 \| Text \| Staff Working Paper - Document de travail du personnel \| Detailed record - Similar records
8.	PDF wp08-44 The Role of Foreign Exchange Dealers in Providing Overnight Liquidity D'Souza, Chris This paper illustrates that dealers in foreign exchange markets not only provide intraday liquidity, they are key participants in the provision of overnight liquidity. De[...] 2008 \| Text \| Staff Working Paper - Document de travail du personnel \| Detailed record - Similar records
9.	PDF wp07-52 Where Does Price Discovery Occur in FX Markets? D'Souza, Chris Trades in foreign exchange markets are initiated around the world and around the clock. This study illustrates that trades are more informative when initiated in a local [...] 2007 \| Text \| Staff Working Paper - Document de travail du personnel \| Detailed record - Similar records

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