Buying Back Government Bonds: Mechanics and Other Considerations
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References listed on IDEAS
- Sanjiv Ranjan Das & Rangarajan K. Sundaram, 1997. "Auction Theory: A Summary with Applications to Treasury Markets," NBER Working Papers 5873, National Bureau of Economic Research, Inc.
- Amihud, Yakov & Mendelson, Haim, 1991. "Liquidity, Maturity, and the Yields on U.S. Treasury Securities," Journal of Finance, American Finance Association, vol. 46(4), pages 1411-1425, September.
- Duffie, Darrell, 1996. "Special Repo Rates," Journal of Finance, American Finance Association, vol. 51(2), pages 493-526, June.
- Mr. Peter Dattels, 1995. "The Microstructure of Government Securities Markets," IMF Working Papers 1995/117, International Monetary Fund.
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Cited by:
- Toni Gravelle, 1999.
"Liquidity of the Government of Canada Securities Market: Stylised Facts and Some Market Microstructure Comparisons to the United States Treasury Market,"
CGFS Papers chapters, in: Bank for International Settlements (ed.), Market Liquidity: Research Findings and Selected Policy Implications, volume 11, pages 1-37,
Bank for International Settlements.
- Toni Gravelle, 1999. "Liquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States Treasury Market," Staff Working Papers 99-11, Bank of Canada.
- Jeffrey Gao & Jianjian Jin & Jacob Thompson, 2018. "The Impact of Government Debt Supply on Bond Market Liquidity: An Empirical Analysis of the Canadian Market," Staff Working Papers 18-35, Bank of Canada.
- Bo Young Chang & Jun Yang & Parker Liu, 2018. "The Cost of the Government Bond Buyback and Switch Programs in Canada," Staff Analytical Notes 2018-41, Bank of Canada.
- M S Mohanty, 2002. "Improving liquidity in government bond markets: what can be done?," BIS Papers chapters, in: Bank for International Settlements (ed.), The development of bond markets in emerging economies, volume 11, pages 49-80, Bank for International Settlements.
- Forget M Kapingura, 2015. "Macroeconomic Determinants of Liquidity of the Bond Market in Africa: Case Study of South Africa," Journal of Economics and Behavioral Studies, AMH International, vol. 7(3), pages 88-103.
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Keywords
Debt management; Financial markets;JEL classification:
- G1 - Financial Economics - - General Financial Markets
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