Chris D'Souza - Latest

• June 1, 2004

  Liquidity in the Market for Government of Canada Bonds: An Empirical Analysis

  Financial System Review - June 2004 Chris D'Souza

  Content Type(s): Publications, Financial System Review articles

• The Effects of Economic News on Bond Market Liquidity

  Staff Working Paper 2004-16 Chris D'Souza, Charles Gaa

  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 Government of Canada bonds.

  Content Type(s): Staff research, Staff working papers Topic(s): Debt management, Financial markets, Market structure and pricing JEL Code(s): G, G1, G14