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Details about Jun Yang

Workplace:Bank of Canada, (more information at EDIRC)

Access statistics for papers by Jun Yang.

Last updated 2015-03-06. Update your information in the RePEc Author Service.

Short-id: pya437


Working Papers

2019

  1. Using Exchange-Traded Funds to Measure Liquidity in the Canadian Corporate Bond Market
    Staff Analytical Notes, Bank of Canada Downloads

2018

  1. Have Liquidity and Trading Activity in the Canadian Corporate Bond Market Deteriorated?
    Staff Analytical Notes, Bank of Canada Downloads View citations (1)
  2. Have Liquidity and Trading Activity in the Canadian Provincial Bond Market Deteriorated?
    Staff Analytical Notes, Bank of Canada Downloads View citations (4)
  3. The Cost of the Government Bond Buyback and Switch Programs in Canada
    Staff Analytical Notes, Bank of Canada Downloads

2017

  1. Has Liquidity in Canadian Government Bond Markets Deteriorated?
    Staff Analytical Notes, Bank of Canada Downloads View citations (9)

2014

  1. Corporate Governance, Product Market Competition and Debt Financing
    Staff Working Papers, Bank of Canada Downloads

2012

  1. Systematic Risk, Debt Maturity and the Term Structure of Credit Spreads
    Staff Working Papers, Bank of Canada Downloads View citations (31)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (12)

2010

  1. Idiosyncratic Coskewness and Equity Return Anomalies
    Staff Working Papers, Bank of Canada Downloads

2009

  1. Default Risk, Idiosyncratic Coskewness and Equity Returns
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (1)

2008

  1. Default Dependence: The Equity Default Relationship
    Staff Working Papers, Bank of Canada Downloads

2007

  1. A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate
    Staff Working Papers, Bank of Canada Downloads View citations (3)
 
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