Price formation and liquidity provision in short-term fixed income markets
Year of publication: |
2007
|
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Authors: | D'Souza, Chris ; Lo, Ingrid ; Sapp, Stephen |
Publisher: |
Ottawa : Bank of Canada |
Subject: | Finanzmarkt | Marktstruktur | Öffentliche Anleihe | Zins | VAR-Modell | EU-Staaten | Kanada | Market structure and pricing | Financial markets | Interest rates |
Series: | Bank of Canada Working Paper ; 2007-27 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.34989/swp-2007-27 [DOI] 529368382 [GVK] hdl:10419/53910 [Handle] RePEc:bca:bocawp:07-27 [RePEc] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
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