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Chris D'Souza

Personal Details

First Name:Chris
Middle Name:
Last Name:D'Souza
Suffix:
RePEc Short-ID:pds6
[This author has chosen not to make the email address public]
http://www.bankofcanada.ca/profile/chris-dsouza/
Bank of Canada Chris D’Souza Bank of Canada 150 King Street West Suite 2000 Toronto, Ontario, M5H 1J9 Canada
Terminal Degree:1999 Economics Department; Queen's University (from RePEc Genealogy)

Affiliation

Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/

: (613) 782-8111
(613) 782-7713
234 Wellington Ave W, Ottawa, ON, K1A 0H9
RePEc:edi:bocgvca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Dany Brouillette & José Dorich & Chris D'Souza & Adrienne Gagnon & Claudia Godbout, 2018. "What Is Restraining Non-Energy Export Growth?," Staff Analytical Notes 2018-25, Bank of Canada.
  2. Mehdi Beyhaghi & Chris D'Souza & Gordon S. Roberts, 2013. "Funding Advantage and Market Discipline in the Canadian Banking Sector," Staff Working Papers 13-50, Bank of Canada.
  3. Chris D'Souza, 2008. "The Role of Foreign Exchange Dealers in Providing Overnight Liquidity," Staff Working Papers 08-44, Bank of Canada.
  4. Chris D'Souza & Ingrid Lo & Stephen Sapp, 2007. "Price Formation and Liquidity Provision in Short-Term Fixed Income Markets," Staff Working Papers 07-27, Bank of Canada.
  5. Chris D'Souza, 2007. "Where Does Price Discovery Occur in FX Markets?," Staff Working Papers 07-52, Bank of Canada.
  6. Chris D'Souza & Charles Gaa, 2004. "The Effects of Economic News on Bond Market Liquidity," Staff Working Papers 04-16, Bank of Canada.
  7. 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," Staff Working Papers 03-28, Bank of Canada.
  8. Chris D'Souza & Alexandra Lai, 2002. "The Effects of Bank Consolidation on Risk Capital Allocation and Market Liquidity," Staff Working Papers 02-5, Bank of Canada.
  9. Chris D'Souza, 2002. "A Market Microstructure Analysis of Foreign Exchange Intervention in Canada," Staff Working Papers 02-16, Bank of Canada.
  10. Chris D'Souza, 2002. "How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?," Staff Working Papers 02-34, Bank of Canada.

Articles

  1. Chris D'Souza & David Williams, 2017. "The Digital Economy," Bank of Canada Review, Bank of Canada, vol. 2017(Spring), pages 5-18.
  2. Beyhaghi, Mehdi & D’Souza, Chris & Roberts, Gordon S., 2014. "Funding advantage and market discipline in the Canadian banking sector," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 396-410.
  3. Chris D'Souza, 2009. "Collateral Management in the LVTS by Canadian Financial Institutions," Bank of Canada Review, Bank of Canada, vol. 2009(Summer), pages 3-14.
  4. Chris D'Souza, 2008. "The Role of Dealers in Providing Interday Liquidity in the Canadian-Dollar Market," Bank of Canada Review, Bank of Canada, vol. 2008(Winter), pages 5-16.
  5. 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.
  6. Chris D'Souza & Alexandra Lai, 2006. "The Effects Of Bank Consolidation On Risk Capital Allocation And Market Liquidity," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 29(2), pages 271-291, June.
  7. 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.
  8. Christopher D' Souza & Alexandra Lai, 2004. "¿Cómo responden los bancos a los choques de capital?," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(1), pages 33-56, enero-mar.

Chapters

  1. Chris D'Souza & Alexandra Lai, 2002. "The effects of bank consolidation on risk capital allocation and market liquidity," BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 86-109, Bank for International Settlements.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

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

    Cited by:

    1. Nikola Gradojevic & Camillo Lento, 2015. "Multiscale analysis of foreign exchange order flows and technical trading profitability," Post-Print hal-01563053, HAL.

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

    Cited by:

    1. Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani, 2010. "Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market," CESifo Working Paper Series 3281, CESifo Group Munich.
    2. Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani, 2010. "Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market," Discussion Papers of DIW Berlin 1080, DIW Berlin, German Institute for Economic Research.

  3. Chris D'Souza, 2007. "Where Does Price Discovery Occur in FX Markets?," Staff Working Papers 07-52, Bank of Canada.

    Cited by:

    1. Scott Hendry & Nadja Kamhi, 2007. "Uncollateralized Overnight Loans Settled in LVTS," Staff Working Papers 07-11, Bank of Canada.

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

    Cited by:

    1. Alan Mehlenbacher, 2007. "Multiagent System Simulations of Treasury Auctions," Department Discussion Papers 0709, Department of Economics, University of Victoria.
    2. Natasha Khan, 2007. "Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds," Staff Working Papers 07-5, Bank of Canada.
    3. Coluzzi, Chiara & Ginebri, Sergio & Turco, Manuel, 2008. "Measuring and Analyzing the Liquidity of the Italian Treasury Security Wholesale Secondary Market," Economics & Statistics Discussion Papers esdp08044, University of Molise, Dept. EGSeI.

  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," Staff Working Papers 03-28, Bank of Canada.

    Cited by:

    1. Chris D'Souza & Ingrid Lo & Stephen Sapp, 2007. "Price Formation and Liquidity Provision in Short-Term Fixed Income Markets," Staff Working Papers 07-27, Bank of Canada.
    2. Thanasis N. Christodoulopoulos & Ioulia Grigoratou, 2005. "Measuring Liquidity in the Greek Government Securities Market," Working Papers 23, Bank of Greece.
    3. Chris D'Souza & Charles Gaa, 2004. "The Effects of Economic News on Bond Market Liquidity," Staff Working Papers 04-16, Bank of Canada.
    4. Jeffrey Gao & Jianjian Jin & Jacob Thompson, 2018. "The Impact of Government Debt Supply on Bond Market Liquidity: An Empirical Analysis of the Canadian Market," Staff Working Papers 18-35, Bank of Canada.
    5. Rydqvist, Kristian & Wu, Mark, 2014. "Pre-Auction Inventory and Bidding Behavior—An Analysis of Canadian Treasury Auctions," CEPR Discussion Papers 10112, C.E.P.R. Discussion Papers.
    6. Natasha Khan, 2007. "Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds," Staff Working Papers 07-5, Bank of Canada.
    7. Yalin Gündüz & Torsten Lüdecke & Marliese Uhrig-Homburg, 2007. "Trading Credit Default Swaps via Interdealer Brokers," Journal of Financial Services Research, Springer;Western Finance Association, vol. 32(3), pages 141-159, December.
    8. Coluzzi, Chiara & Ginebri, Sergio & Turco, Manuel, 2008. "Measuring and Analyzing the Liquidity of the Italian Treasury Security Wholesale Secondary Market," Economics & Statistics Discussion Papers esdp08044, University of Molise, Dept. EGSeI.
    9. Christopher Chung & Bryan Campbell & Scott Hendry, 2007. "Price Discovery in Canadian Government Bond Futures and Spot Markets," Staff Working Papers 07-4, Bank of Canada.

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

    Cited by:

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

  7. Chris D'Souza, 2002. "A Market Microstructure Analysis of Foreign Exchange Intervention in Canada," Staff Working Papers 02-16, Bank of Canada.

    Cited by:

    1. Michel Beine & Agnès Bénassy-Quéré & Hélène Colas, 2003. "Imitation Amongst Exchange-Rate Forecasters: Evidence from Survey Data," Working Papers 2003-08, CEPII research center.
    2. Paula Albuquerque, 2005. "The interdealer market and the central bank intervention," Working Papers Department of Economics 2005/09, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    3. Kathryn M. E. Dominguez & Freyan Panthaki, 2007. "The Influence of Actual and Unrequited Interventions," Working Papers 561, Research Seminar in International Economics, University of Michigan.
    4. Kathryn M.E. Dominguez, 2003. "When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?," NBER Working Papers 9875, National Bureau of Economic Research, Inc.
    5. Gradojevic, Nikola, 2007. "The microstructure of the Canada/U.S. dollar exchange rate: A robustness test," Economics Letters, Elsevier, vol. 94(3), pages 426-432, March.
    6. Rasmus Fatum, 2005. "Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data," EPRU Working Paper Series 05-07, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.

Articles

  1. Chris D'Souza & David Williams, 2017. "The Digital Economy," Bank of Canada Review, Bank of Canada, vol. 2017(Spring), pages 5-18.

    Cited by:

    1. Andrew Agopsowicz & Dany Brouillette & Bassirou Gueye & Julien McDonald-Guimond & Jeffrey Mollins & Youngmin Park, 2018. "Potential Output in Canada: 2018 Reassessment," Staff Analytical Notes 2018-10, Bank of Canada.
    2. Wei Dong & James Fudurich & Lena Suchanek, 2017. "Digital Transformation in the Service Sector: Insights from Consultations with Firms in Wholesale, Retail and Logistics," Staff Analytical Notes 17-19, Bank of Canada.
    3. Robert Fay & Justin-Damien Guénette & Martin Leduc & Louis Morel, 2017. "Why Is Global Business Investment So Weak? Some Insights from Advanced Economies," Bank of Canada Review, Bank of Canada, vol. 2017(Spring), pages 56-67.

  2. Beyhaghi, Mehdi & D’Souza, Chris & Roberts, Gordon S., 2014. "Funding advantage and market discipline in the Canadian banking sector," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 396-410.
    See citations under working paper version above.
  3. Chris D'Souza & Alexandra Lai, 2006. "The Effects Of Bank Consolidation On Risk Capital Allocation And Market Liquidity," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 29(2), pages 271-291, June.
    See citations under working paper version above.
  4. 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.

    Cited by:

    1. K.C. Chen & Guangzhong Li & Lifan Wu, 2010. "Price Discovery for Segmented US-Listed Chinese Stocks: Location or Market Quality?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(1-2), pages 242-269.

Chapters

  1. Chris D'Souza & Alexandra Lai, 2002. "The effects of bank consolidation on risk capital allocation and market liquidity," BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 86-109, Bank for International Settlements.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

Featured entries

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

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (5) 2002-07-04 2003-09-28 2004-08-23 2007-04-21 2007-11-17. Author is listed
  2. NEP-IFN: International Finance (4) 2002-07-04 2002-11-28 2007-11-17 2008-11-25
  3. NEP-CFN: Corporate Finance (3) 2002-11-28 2003-09-28 2004-08-23
  4. NEP-MST: Market Microstructure (3) 2007-04-21 2007-11-17 2008-11-25
  5. NEP-RMG: Risk Management (2) 2002-11-28 2003-09-28
  6. NEP-BAN: Banking (1) 2013-12-29
  7. NEP-CBA: Central Banking (1) 2002-07-04

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