Details about Adrian Walton

Access statistics for papers by Adrian Walton.

Last updated 2023-07-10. Update your information in the RePEc Author Service.

Short-id: pwa729

Working Papers

2024

1. Comment les sociétés d’assurance vie canadiennes gèrent leurs risques de liquidité
   Staff Analytical Notes, Bank of Canada
2. Liquidity risks at Canadian life insurance companies
   Staff Analytical Notes, Bank of Canada

2022

3. Central Bank Liquidity Facilities and Market Making
   Staff Working Papers, Bank of Canada View citations (1)
4. Fixed-income dealing and central bank interventions
   Staff Analytical Notes, Bank of Canada
5. Historical Data on Repurchase Agreements from the Canadian Depository for Securities
   Technical Reports, Bank of Canada
6. Potential netting benefits from expanded central clearing in Canada’s fixed-income market
   Staff Analytical Notes, Bank of Canada View citations (2)

2021

7. COVID-19 crisis: Liquidity management at Canada’s largest public pension funds
   Staff Analytical Notes, Bank of Canada View citations (1)

2020

8. COVID-19 and bond market liquidity: alert, isolation and recovery
   Staff Analytical Notes, Bank of Canada View citations (5)
9. Contagion in Dealer Networks
   Staff Working Papers, Bank of Canada View citations (1)

2019

10. Borrowing Costs for Government of Canada Treasury Bills
    Staff Analytical Notes, Bank of Canada
11. Price Caps in Canadian Bond Borrowing Markets
    Staff Analytical Notes, Bank of Canada View citations (3)
12. Prix plafonds sur les marchés canadiens des emprunts d’obligations
    Staff Analytical Notes, Bank of Canada
13. Relative Value of Government of Canada Bonds
    Staff Analytical Notes, Bank of Canada

2018

14. Alternative Futures for Government of Canada Debt Management
    Discussion Papers, Bank of Canada View citations (1)
    See also Journal Article Alternative futures for Government of Canada debt management, Journal of Financial Economic Policy, Emerald Group Publishing Limited (2020) View citations (1) (2020)
15. Speed Segmentation on Exchanges: Competition for Slow Flow
    Staff Working Papers, Bank of Canada View citations (4)
    See also Journal Article Speed segmentation on exchanges: Competition for slow flow, Journal of Financial Markets, Elsevier (2022) View citations (1) (2022)

2017

16. Repo Market Functioning when the Interest Rate Is Low or Negative
    Discussion Papers, Bank of Canada View citations (7)
17. What Drives Episodes of Settlement Fails in the Government of Canada Bond Market?
    Staff Working Papers, Bank of Canada View citations (4)

2016

18. Retail Order Flow Segmentation
    Staff Working Papers, Bank of Canada View citations (1)

Journal Articles

2022

1. Speed segmentation on exchanges: Competition for slow flow
   Journal of Financial Markets, 2022, 58, (C) View citations (1)
   See also Working Paper Speed Segmentation on Exchanges: Competition for Slow Flow, Staff Working Papers (2018) View citations (4) (2018)

2020

2. Alternative futures for Government of Canada debt management
   Journal of Financial Economic Policy, 2020, 12, (4), 659-685 View citations (1)
   See also Working Paper Alternative Futures for Government of Canada Debt Management, Discussion Papers (2018) View citations (1) (2018)