Staff research

• Modèles indicateurs du PIB réel pour quatre pays d'Europe et le Japon

  Staff Working Paper 1993-11 Peter Gruhn, Pierre St-Amant

  For the five overseas countries considered in this study (Germany, France, Italy, the United Kingdom and Japan), data on real GDP are released on a quarterly basis at least two months after the end-of-quarter.

  Content Type(s): Staff research, Staff working papers

• Tests of Market Efficiency in the One-Week When-Issued Market for Government of Canada Treasury Bills

  Technical Report No. 65 D. Graham Pugh

  This report presents different tests of market efficiency in the when- issued market for Government of Canada treasury bills and examines the effectiveness, in this market, of Bank operations over the 1986 to mid- 1992 period. The when-issued market, which is a combination of a forward and futures market, enables market participants to buy or […]

  Content Type(s): Staff research, Technical reports Topic(s): Financial markets JEL Code(s): G, G1, G14