This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Chris D'Souza

Personal Details | Affiliation | Lists | Works
This is information that was supplied by Chris D'Souza in registering through RePEc. If you are Chris D'Souza , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Chris
Middle Name:
Last Name: D'Souza
Suffix:

RePEc Short-ID: pds6

Email: [This author has chosen not to make the email address public]
Homepage: http://www.bankofcanada.ca/ec/cdsouza/
Postal Address: Bank of Canada, Financial Markets 234 Wellington Street Ottawa, Ontario, Canada K1A 0G9
Phone: (613) 782-7585

Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists or publication compilations:
  1. Queen's Economics Department PhD Graduates

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Chris D'Souza, 2008. "The Role of Foreign Exchange Dealers in Providing Overnight Liquidity," Working Papers 08-44, Bank of Canada. [Downloadable!]

  2. Chris D'Souza, 2007. "Where Does Price Discovery Occur in FX Markets?," Working Papers 07-52, Bank of Canada. [Downloadable!]

  3. Chris D'Souza & Ingrid Lo & Stephen Sapp, 2007. "Price Formation and Liquidity Provision in Short-Term Fixed Income Markets," Working Papers 07-27, Bank of Canada. [Downloadable!]

  4. Chris D'Souza & Charles Gaa, 2004. "The Effects of Economic News on Bond Market Liquidity," Working Papers 04-16, Bank of Canada. [Downloadable!]

  5. Chris D'Souza & Charles Gaa & Jing Yang, 2003. "An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds," Working Papers 03-28, Bank of Canada. [Downloadable!]

  6. Chris D'Souza, 2002. "A Market Microstructure Analysis of Foreign Exchange Intervention in Canada," Working Papers 02-16, Bank of Canada. [Downloadable!]

  7. Chris D'Souza & Alexandra Lai, 2002. "The Effects of Bank Consolidation on Risk Capital Allocation and Market Liquidity," Working Papers 02-5, Bank of Canada. [Downloadable!]

  8. Chris D'Souza, 2002. "How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?," Working Papers 02-34, Bank of Canada. [Downloadable!]

Articles

  1. Chris D'Souza, 2008. "Price Discovery Across Geographic Locations in the Foreign Exchange Market," Bank of Canada Review, Bank of Canada, vol. 2008(Spring), pages 19-27. [Downloadable!]

  2. Éric Chouinard & Chris D'Souza, 2004. "The Rationale for Cross-Border Listings," Bank of Canada Review, Bank of Canada, vol. 2003(Winter), pages 23-30. [Downloadable!]

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2002-07-04
  2. NEP-CFN: Corporate Finance (3) 2002-11-28 2003-09-28 2004-08-23 Author is listed
  3. NEP-FIN: Finance (3) 2002-07-04 2002-07-04 2004-08-23 Author is listed
  4. NEP-FMK: Financial Markets (5) 2002-07-04 2003-09-28 2004-08-23 2007-04-21 2007-11-17 Author is listed
  5. NEP-IFN: International Finance (4) 2002-07-04 2002-11-28 2007-11-17 2008-11-25 Author is listed
  6. NEP-MST: Market Microstructure (3) 2007-04-21 2007-11-17 2008-11-25 Author is listed
  7. NEP-RMG: Risk Management (2) 2002-11-28 2003-09-28 Author is listed
Did you know? Want to help out with this project? Look for volunteer opportunities.

This page was last updated on 2009-11-27.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.