Details about Sermin Gungor

Access statistics for papers by Sermin Gungor.

Last updated 2015-08-30. Update your information in the RePEc Author Service.

Short-id: pgu522

Working Papers

2021

1. The impact of the Bank of Canada’s Government Bond Purchase Program
   Staff Analytical Notes, Bank of Canada View citations (6)

2020

2. Announcing the Bankers’ Acceptance Purchase Facility: a COVID‑19 event study
   Staff Analytical Notes, Bank of Canada View citations (4)

2018

3. Government of Canada Securities in the Cash, Repo and Securities Lending Markets
   Discussion Papers, Bank of Canada View citations (4)
4. Have Liquidity and Trading Activity in the Canadian Corporate Bond Market Deteriorated?
   Staff Analytical Notes, Bank of Canada View citations (4)
5. Have Liquidity and Trading Activity in the Canadian Provincial Bond Market Deteriorated?
   Staff Analytical Notes, Bank of Canada View citations (5)

2017

6. Has Liquidity in Canadian Government Bond Markets Deteriorated?
   Staff Analytical Notes, Bank of Canada View citations (12)

2015

7. Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns
   Staff Working Papers, Bank of Canada View citations (6)

2014

8. Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings
   Staff Working Papers, Bank of Canada
9. Search-for-Yield in Canadian Fixed-Income Mutual Funds and Monetary Policy
   Staff Working Papers, Bank of Canada View citations (3)

2013

10. Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances
    Staff Working Papers, Bank of Canada View citations (1)

Journal Articles

2017

1. The Life Cycle of Government of Canada Bonds in Core Funding Markets
   Bank of Canada Review, 2017, 2017, (Spring), 31-41 View citations (6)

2013

2. Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach
   Journal of Business & Economic Statistics, 2013, 31, (1), 66-77 View citations (14)

2009

3. Exact distribution-free tests of mean-variance efficiency
   Journal of Empirical Finance, 2009, 16, (5), 816-829 View citations (10)