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International bond market cointegration using regime switching techniques

Davies, Andrew - In: The journal of fixed income 16 (2007) 4, pp. 69-80

Persistent link: https://www.econbiz.de/10003457029

International capital markets and foreign exchange risk

Brennan, Michael J.; Xia, Yihong - In: The review of financial studies 19 (2006) 3, pp. 753-795

Persistent link: https://www.econbiz.de/10003358382

Corporate bond market interdependence : credit spread correlation between and within U.S. and Canadian corporate bond markets

Champagne, Claudia; Coggins, Frank; Sodjahin, Amos - In: The North American journal of economics and finance : a … 41 (2017), pp. 1-17

Persistent link: https://www.econbiz.de/10011878922

Government of Canada Securities in the Cash, Repo and Securities Lending Markets

Bulusu, Narayan - 2018

This paper documents the properties of Government of Canada securities in cash, repo and securities lending transactions over their life cycle. By tracking every security from issuance to maturity, we are able to highlight inter-linkages between the markets for cash and for specific securities....

Persistent link: https://www.econbiz.de/10012928069