Details about Toni R. Gravelle

Access statistics for papers by Toni R. Gravelle.

Last updated 2023-01-03. Update your information in the RePEc Author Service.

Short-id: pgr199

Working Papers

2023

1. Reviewing Canada’s Monetary Policy Implementation System: Does the Evolving Environment Support Maintaining a Floor System?
   Discussion Papers, Bank of Canada

2011

2. Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach
   Staff Working Papers, Bank of Canada View citations (3)
3. What Matters in Determining Capital Surcharges for Systemically Important Financial Institutions?
   Discussion Papers, Bank of Canada View citations (5)

2010

4. Has the Inclusion of Forward-Looking Statements in Monetary Policy Communications Made the Bank of Canada More Transparent?
   Discussion Papers, Bank of Canada View citations (12)

2008

5. The Implementation of Monetary Policy in Canada
   Discussion Papers, Bank of Canada View citations (16)

2003

6. Shift Contagion in Asset Markets
   Staff Working Papers, Bank of Canada View citations (3)

2002

7. Alternative Trading Systems: Does One Shoe Fit All?
   Staff Working Papers, Bank of Canada View citations (6)
8. Detecting shift-contagion in currency and bond markets
   Computing in Economics and Finance 2002, Society for Computational Economics View citations (4)
   See also Journal Article Detecting shift-contagion in currency and bond markets, Journal of International Economics, Elsevier (2006) View citations (80) (2006)
9. The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ
   Staff Working Papers, Bank of Canada View citations (8)

2001

10. Reactions of Canadian Interest Rates to Macroeconomic Announcements: Implications for Monetary Policy Transparency
    Staff Working Papers, Bank of Canada View citations (42)

1999

11. Liquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States Treasury Market
    Staff Working Papers, Bank of Canada View citations (40)
    See also Chapter Liquidity of the Government of Canada Securities Market: Stylised Facts and Some Market Microstructure Comparisons to the United States Treasury Market, CGFS Papers chapters, Bank for International Settlements (1999) View citations (39) (1999)

1998

12. Buying Back Government Bonds: Mechanics and Other Considerations
    Staff Working Papers, Bank of Canada View citations (6)

1995

13. What is Old id New Again
    University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics
    See also Journal Article What Is Old Is New Again, The Manchester School of Economic & Social Studies, University of Manchester (1996) View citations (4) (1996)

Journal Articles

2008

1. The Market Impact of Forward-Looking Policy Statements: Transparency vs. Predictability
   Bank of Canada Review, 2008, 2008-2009, (Winter), 27-36

2007

2. Bank of Canada Workshop on Derivatives Markets in Canada and Beyond
   Bank of Canada Review, 2007, 2007, (Autumn), 38-46

2006

3. Detecting shift-contagion in currency and bond markets
   Journal of International Economics, 2006, 68, (2), 409-423 View citations (80)
   See also Working Paper Detecting shift-contagion in currency and bond markets, Computing in Economics and Finance 2002 (2002) View citations (4) (2002)

2005

4. A Kalman filter approach to characterizing the Canadian term structure of interest rates
   Applied Financial Economics, 2005, 15, (10), 691-705 View citations (14)

2002

5. Comment on GSE Debt and the Decline in the Treasury Debt Market
   Journal of Money, Credit and Banking, 2002, 34, (3), 840-47

1999

6. Markets for Government of Canada Securities in the 1990s: Liquidity and Cross-CountryComparisons
   Bank of Canada Review, 1999, 1999, (Autumn), 9-18 View citations (3)

1996

7. What Is Old Is New Again
   The Manchester School of Economic & Social Studies, 1996, 64, (4), 388-404 View citations (4)
   See also Working Paper What is Old id New Again, University of Western Ontario, Departmental Research Report Series (1995) (1995)

Chapters

1999

1. Liquidity of the Government of Canada Securities Market: Stylised Facts and Some Market Microstructure Comparisons to the United States Treasury Market
   A chapter in Market Liquidity: Research Findings and Selected Policy Implications, 1999, vol. 11, pp 1-37 View citations (39)
   See also Working Paper Liquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States Treasury Market, Bank of Canada (1999) View citations (40) (1999)
2. The Market Microstructure of Dealership Equity and Government Securities Markets: How They Differ
   A chapter in Market Liquidity: Research Findings and Selected Policy Implications, 1999, vol. 11, pp 1-16 View citations (3)