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Proceedings of a conference held by the Bank of Canada, November 2001
Opening Remarks
Ron Parker
The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ (PDF)
Toni Gravelle
Discussion: (PDF)
Jos R. Heuvelman
General Discussion (PDF)
Optimal Market Structure: Does One Shoe Fit All? (PDF)
Nicolas Audet, Toni Gravelle, and Jing Yang
Discussion: (PDF)
Blake LeBaron
General Discussion (PDF)
The Development of Alternative Trading Systems in the U.K. Gilts Market: Lessons and Implications (PDF)
Allison Holland
Discussion: (PDF)
Charles Gaa
General Discussion (PDF)
Liquidity, Transactions Costs, and Reintermediation in Electronic Markets (PDF)
Ian Domowitz
Discussion: (PDF)
Peter Thurlow
General Discussion (PDF)
Should Securities Markets Be Transparent? (PDF)
Ananth Madhavan, David Porter, and Daniel Weaver
Discussion: (PDF)
Robert White
General Discussion (PDF)
The Effects of Bank Consolidation on Risk Capital Allocation and Market Liquidity (PDF)
Chris D'Souza and Alexandra Lai
Discussion: (PDF)
Gerald Goldstein
General Discussion (PDF)
Detecting Shift Contagion in Currency and Bond Markets (PDF)
Toni Gravelle, Maral Kichian, and James Morley
Discussion: (PDF)
Shafiq K. Ebrahim
General Discussion (PDF)
Price Discovery in a Market Under Stress: The U.S. Treasury Market in Autumn 1998 (PDF)
Craig H. Furfine and Eli M. Remolona
Discussion: (PDF)
Asani Sarkar
General Discussion (PDF)
Portfolio Balance, Price Impact, and Secret Intervention (PDF)
Martin D. D. Evans and Richard K. Lyons
Discussion: (PDF)
Chris D'Souza
General Discussion (PDF)
Discussion 1:
John Chant
Discussion 2:
Dino Kos
Discussion 3:
Richard K. Lyons