1.
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 |
2.
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 |
3.
This paper investigates the effects of the continuation of globalization and technological developments on the future of national-level financial markets and trading cent[...]
2001 | Text | Staff Working Paper - Document de travail du personnel |