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pro vyhledávání: '"Walton, Adrian"'
Publikováno v:
In Journal of Financial Markets March 2022 58
Akademický článek
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Publikováno v:
Journal of Financial Economic Policy, 2020, Vol. 12, Issue 4, pp. 659-685.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JFEP-07-2019-0149
Autor:
Ralchenko, Maxim, Walton, Adrian
We develop an algorithm that extracts information about sale and repurchase agreements (repos) from disaggregated settlement data in order to generate a new historical dataset for research. Data from Canada’s fixed-income settlement authority, the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::778d4bb14619acbb5a884d6a9e70858a
Autor:
Cimon, David, Walton, Adrian
In March 2020, the spread of COVID-19 led to turmoil in financial markets around the world. Behind this turmoil was the need by large asset managers to convert assets to cash to meet redemptions and margin calls. As a result, large volumes of fixed-i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4e272c54188c40a57551dbfa7af32484
https://hdl.handle.net/10419/261262
https://hdl.handle.net/10419/261262
Autor:
Bédard-Pagé, Guillaume, Bolduc, Daniel, Demers, Annick, Dion, Jean-Philippe, Pandey, Manu, Berger-Soucy, Léanne, Walton, Adrian
We examine how the eight largest Canadian public pension funds managed liquidity during the market turmoil in March 2020. The funds were generally resilient to large demands for liquidity and relied heavily on Canada's core funding markets.
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Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::448ccb7240fdefe2fefbd35192363f9c
Akademický článek
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The disruption due to COVID-19 reverberated through the bond markets in three phases. In the first phase, dealers met the rising demand for liquidity. In the second, dealers reduced the supply of liquidity, and trading conditions worsened significant
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4a60b179297df28f1f0eba48b66961f6