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How big is cash-futures basis trading in Canada's government bond market? (2024)

First Author: Uthemann A

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Publication URI: https://www.bankofcanada.ca/2024/06/staff-analytical-note-2024-16/

Type: Technical Report

Volume: Bank of Canada Staff Analytical Note 2024-16