Advanced Search

Toni Gravelle

Contents:

This is information that was supplied by Toni Gravelle in registering through RePEc. If you are Toni Gravelle , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Toni
Middle Name:
Last Name: Gravelle
Suffix:

RePEc Short-ID: pgr199

Email:
Homepage: http://www.bankofcanada.ca/ec/tgravelle/
Postal Address:
Phone:

Affiliation

(in no particular order)

Works


Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Céline Gauthier & Toni Gravelle & Xuezhi Liu & Moez Souissi, 2011. "What Matters in Determining Capital Surcharges for Systemically Important Financial Institutions?," Discussion Papers 11-9, Bank of Canada.
  2. Toni Gravelle & Fuchun Li, 2011. "Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach," Working Papers 11-19, Bank of Canada.
  3. Christine Fay & Toni Gravelle, 2010. "Has the Inclusion of Forward-Looking Statements in Monetary Policy Communications Made the Bank of Canada More Transparent?," Discussion Papers 10-15, Bank of Canada.
  4. Walter Engert & Toni Gravelle & Donna Howard, 2008. "The Implementation of Monetary Policy in Canada," Discussion Papers 08-9, Bank of Canada.
  5. Toni Gravelle & Jorge A. Chan-Lau, 2005. "The END: A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability," IMF Working Papers 05/231, International Monetary Fund.
  6. Toni Gravelle & Maral Kichian & James Morley, 2003. "Shift Contagion in Asset Markets," Working Papers 03-5, Bank of Canada.
  7. Nicolas Audet & Toni Gravelle & Jing Yang, 2002. "Alternative Trading Systems: Does One Shoe Fit All?," Working Papers 02-33, Bank of Canada.
  8. Toni Gravelle, 2002. "The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ," Working Papers 02-9, Bank of Canada.
  9. Toni Gravelle & Maral Kichian & James Morley, 2002. "Detecting shift-contagion in currency and bond markets," Computing in Economics and Finance 2002 58, Society for Computational Economics.
  10. Toni Gravelle & Richhild Moessner, 2001. "Reactions of Canadian Interest Rates to Macroeconomic Announcements: Implications for Monetary Policy Transparency," Working Papers 01-5, Bank of Canada.
  11. Gravelle, Toni, 1999. "Liquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States Treasury Market," Working Papers 99-11, Bank of Canada.
  12. Gravelle, Toni, 1998. "Buying Back Government Bonds: Mechanics and Other Considerations," Working Papers 98-9, Bank of Canada.
  13. Gravelle, T., 1995. "What is Old id New Again," UWO Department of Economics Working Papers 9501, University of Western Ontario, Department of Economics.

Articles

  1. Christine Fay & Toni Gravelle, 2008. "The Market Impact of Forward-Looking Policy Statements: Transparency vs. Predictability," Bank of Canada Review, Bank of Canada, vol. 2008(Winter), pages 27-36.
  2. Toni Gravelle, 2007. "Bank of Canada Workshop on Derivatives Markets in Canada and Beyond," Bank of Canada Review, Bank of Canada, vol. 2007(Autumn), pages 38-46.
  3. Gravelle, Toni & Kichian, Maral & Morley, James, 2006. "Detecting shift-contagion in currency and bond markets," Journal of International Economics, Elsevier, vol. 68(2), pages 409-423, March.
  4. Toni Gravelle & James Morley, 2005. "A Kalman filter approach to characterizing the Canadian term structure of interest rates," Applied Financial Economics, Taylor and Francis Journals, vol. 15(10), pages 691-705.
  5. Gravelle, Toni, 2002. "Comment on GSE Debt and the Decline in the Treasury Debt Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(3), pages 840-47, August.
  6. Toni Gravelle, 1999. "Markets for Government of Canada Securities in the 1990s: Liquidity and Cross-CountryComparisons," Bank of Canada Review, Bank of Canada, vol. 1999(Autumn), pages 9-18.
  7. Gravelle, Toni, 1996. "What Is Old Is New Again," The Manchester School of Economic & Social Studies, University of Manchester, vol. 64(4), pages 388-404, December.

Chapters

  1. Toni Gravelle, 1999. "The Market Microstructure of Dealership Equity and Government Securities Markets: How They Differ," CGFS Papers chapters, in: Bank for International Settlements (ed.), Market Liquidity: Research Findings and Selected Policy Implications, volume 11, pages 1-16 Bank for International Settlements.
  2. Toni Gravelle, 1999. "Liquidity of the Government of Canada Securities Market: Stylised Facts and Some Market Microstructure Comparisons to the United States Treasury Market," CGFS Papers chapters, in: Bank for International Settlements (ed.), Market Liquidity: Research Findings and Selected Policy Implications, volume 11, pages 1-37 Bank for International Settlements.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2011-10-15
  2. NEP-CBA: Central Banking (4) 2001-12-26 2008-07-14 2010-11-13 2011-10-15 Author is listed
  3. NEP-CFN: Corporate Finance (3) 2003-04-21 2003-10-20 2006-03-05 Author is listed
  4. NEP-FIN: Finance (2) 2002-07-04 2002-11-18
  5. NEP-FMK: Financial Markets (4) 2002-07-04 2003-04-21 2003-10-20 2006-03-05 Author is listed
  6. NEP-IFN: International Finance (3) 2001-12-26 2003-04-21 2003-10-20 Author is listed
  7. NEP-MAC: Macroeconomics (4) 2001-12-04 2003-04-21 2008-07-14 2010-11-13 Author is listed
  8. NEP-MON: Monetary Economics (3) 2001-12-26 2008-07-14 2010-11-13 Author is listed
  9. NEP-RMG: Risk Management (3) 2002-11-18 2003-04-21 2011-10-15 Author is listed
  10. NEP-SEA: South East Asia (2) 2006-03-05 2011-10-15

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

To update listings or check citations waiting for approval, Toni Gravelle should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to correct references and citations.

To link different versions of the same work, where versions have a different title, email the respective handles to

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.