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Details about Toni R. Gravelle

E-mail:
Homepage:http://www.bankofcanada.ca/profile/toni-gravelle/
Workplace:Bank of Canada, (more information at EDIRC)
International Monetary Fund (IMF), (more information at EDIRC)
Department of Economics, University of Western Ontario, (more information at EDIRC)

Access statistics for papers by Toni R. Gravelle.

Last updated 2020-03-10. Update your information in the RePEc Author Service.

Short-id: pgr199


Jump to Journal Articles Chapters

Working Papers

2011

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

2010

  1. Has the Inclusion of Forward-Looking Statements in Monetary Policy Communications Made the Bank of Canada More Transparent?
    Discussion Papers, Bank of Canada Downloads View citations (7)

2008

  1. The Implementation of Monetary Policy in Canada
    Discussion Papers, Bank of Canada Downloads View citations (8)

2003

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

2002

  1. Alternative Trading Systems: Does One Shoe Fit All?
    Staff Working Papers, Bank of Canada Downloads View citations (6)
  2. 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 in Journal of International Economics (2006)
  3. The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ
    Staff Working Papers, Bank of Canada Downloads View citations (7)

2001

  1. Reactions of Canadian Interest Rates to Macroeconomic Announcements: Implications for Monetary Policy Transparency
    Staff Working Papers, Bank of Canada Downloads View citations (41)

1999

  1. 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 Downloads View citations (31)
    See also Chapter (1999)

1998

  1. Buying Back Government Bonds: Mechanics and Other Considerations
    Staff Working Papers, Bank of Canada Downloads View citations (4)

1995

  1. What is Old id New Again
    UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics Downloads
    See also Journal Article in The Manchester School of Economic & Social Studies (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 Downloads

2007

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

2006

  1. Detecting shift-contagion in currency and bond markets
    Journal of International Economics, 2006, 68, (2), 409-423 Downloads View citations (64)
    See also Working Paper (2002)

2005

  1. A Kalman filter approach to characterizing the Canadian term structure of interest rates
    Applied Financial Economics, 2005, 15, (10), 691-705 Downloads View citations (13)

2002

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

1999

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

1996

  1. What Is Old Is New Again
    The Manchester School of Economic & Social Studies, 1996, 64, (4), 388-404 View citations (3)
    See also Working Paper (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 Downloads View citations (8)
    See also Working Paper (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 Downloads View citations (2)
 
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