Details about Rohan Arora

Access statistics for papers by Rohan Arora.

Last updated 2020-11-08. Update your information in the RePEc Author Service.

Short-id: par539

Working Papers

2021

1. Non-bank financial intermediation in Canada: a pulse check
   Staff Analytical Notes, Bank of Canada View citations (1)
2. The impact of the Bank of Canada’s Government Bond Purchase Program
   Staff Analytical Notes, Bank of Canada View citations (6)

2020

3. Announcing the Bankers’ Acceptance Purchase Facility: a COVID‑19 event study
   Staff Analytical Notes, Bank of Canada View citations (4)
4. Concentration in the market of authorized participants of US fixed-income exchange-traded funds
   Staff Analytical Notes, Bank of Canada View citations (1)
5. Will exchange-traded funds shape the future of bond dealing?
   Staff Analytical Notes, Bank of Canada

2019

6. Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach
   Technical Reports, Bank of Canada View citations (5)
7. Could Canadian Bond Funds Add Stress to the Financial System?
   Staff Analytical Notes, Bank of Canada View citations (2)
8. Creations and Redemptions in Fixed-Income Exchange-Traded Funds: A Shift from Bonds to Cash
   Staff Analytical Notes, Bank of Canada View citations (1)
9. Les fonds d’obligations canadiennes peuvent-ils amplifier les tensions subies par le système financier?
   Staff Analytical Notes, Bank of Canada
10. Liquidity Management of Canadian Corporate Bond Mutual Funds: A Machine Learning Approach
    Staff Analytical Notes, Bank of Canada View citations (2)
11. Using Exchange-Traded Funds to Measure Liquidity in the Canadian Corporate Bond Market
    Staff Analytical Notes, Bank of Canada

2018

12. Did Canadian Corporate Bond Funds Increase their Exposures to Risks?
    Staff Analytical Notes, Bank of Canada View citations (8)
13. How do Canadian Corporate Bond Mutual Funds Meet Investor Redemptions?
    Staff Analytical Notes, Bank of Canada View citations (10)
14. Redemption Runs in Canadian Corporate Bond Funds?
    Staff Analytical Notes, Bank of Canada View citations (4)