Adrian Walton

Bank of Canada

234 Wellington Street

Ontario, Ottawa K1A 0G9

Canada

SCHOLARLY PAPERS

4

DOWNLOADS

118

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Contagion in Dealer Networks

Number of pages: 42 Posted: 25 Jun 2020
Jean-Sebastien Fontaine and Adrian Walton
Bank of Canada and Bank of Canada
Downloads 61 (534,122)

Abstract:

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Fixed-income Market, Dealer Network, Contagion

2.

Central Bank Liquidity Facilities and Market Making

Number of pages: 51 Posted: 18 Nov 2021 Last Revised: 18 Oct 2022
David A. Cimon and Adrian Walton
Bank of Canada and Bank of Canada
Downloads 38 (650,355)

Abstract:

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Asset purchases, fixed income markets, market making, agency trading, liquidity

3.

Alternative Futures for Government of Canada Debt Management

Bank of Canada Staff Discussion Paper/Document d’analyse du personnel 2018-15
Number of pages: 34 Posted: 13 Feb 2019
TMX Group, Bank of Canada, Bank of Canada, Bank of Canada and Bank of Canada
Downloads 19 (784,667)
Citation 2

Abstract:

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Debt Management, Financial Markets, Market Structure and Pricing

4.

Retail Order Flow Segmentation

Journal of Trading, Vol. 13, No. 3, 2018
Posted: 29 Apr 2016 Last Revised: 14 Aug 2018
Corey Garriott and Adrian Walton
TMX Group and Bank of Canada

Abstract:

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Order-flow segmentation, retail liquidity programs, dark pools, retail trading, price discovery