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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. 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.
  2. Chris D'Souza, 2008. "The Role of Foreign Exchange Dealers in Providing Overnight Liquidity," Staff Working Papers 08-44, Bank of Canada.
  3. 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.
  4. Chris D'Souza, 2007. "Where Does Price Discovery Occur in FX Markets?," Staff Working Papers 07-52, Bank of Canada.
  5. Chris D'Souza & Charles Gaa, 2004. "The Effects of Economic News on Bond Market Liquidity," Staff Working Papers 04-16, Bank of Canada.
  6. 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.
  7. 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.
  8. Chris D'Souza, 2002. "A Market Microstructure Analysis of Foreign Exchange Intervention in Canada," Staff Working Papers 02-16, Bank of Canada.
  9. 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.
  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, 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. 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.

    Cited by:

    1. Dirk Gerritsen & Jacob Bikker & Mike Brandsen, 2017. "Bank switching and deposit rates: Evidence for crisis and non-crisis years," DNB Working Papers 552, Netherlands Central Bank, Research Department.
    2. J.A. Bikker & D.F. Gerritsen & Steffie M. Schwillens, 2016. "Competing for savings : how important is creditworthiness during the crisis?," Working Papers 16-01, Utrecht School of Economics.
    3. Lee, Chien-Chiang & Lee, Chi-Chuan & Zeng, Jhih-Hong & Hsu, Yu-Ling, 2017. "Peer bank behavior, economic policy uncertainty, and leverage decision of financial institutions," Journal of Financial Stability, Elsevier, vol. 30(C), pages 79-91.
    4. Olga Miroshnichenko & Anna Tarasova, 2018. "Sources of Regional Banks Capitalization," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(1), pages 303-314.
    5. Patricia Palhau Mora, 2018. "The “Too Big to Fail” Subsidy in Canada: Some Estimates," Staff Working Papers 18-9, Bank of Canada.
    6. Siegert, Casper & Willison, Matthew, 2015. "Financial Stability Paper 32: Estimating the extent of the ‘too big to fail’ problem – a review of existing approaches," Bank of England Financial Stability Papers 32, Bank of England.
    7. Maria Semenova & Andrey Shapkin, 2016. "Currency Shifts as a Market Discipline Device: The Case of the Russian Market for Personal Deposits," HSE Working papers WP BRP 57/FE/2016, National Research University Higher School of Economics.
    8. Hou, Xiaohui & Gao, Zhixian & Wang, Qing, 2016. "Internet finance development and banking market discipline: Evidence from China," Journal of Financial Stability, Elsevier, vol. 22(C), pages 88-100.

  2. 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. Gradojevic, Nikola & Lento, Camillo, 2015. "Multiscale analysis of foreign exchange order flows and technical trading profitability," Economic Modelling, Elsevier, vol. 47(C), pages 156-165.

  3. 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.

  4. 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.

  5. 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. 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.
    3. 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.

  6. 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. 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.
    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.
    4. Thanasis N. Christodoulopoulos & Ioulia Grigoratou, 2005. "Measuring Liquidity in the Greek Government Securities Market," Working Papers 23, Bank of Greece.
    5. Chris D'Souza & Charles Gaa, 2004. "The Effects of Economic News on Bond Market Liquidity," Staff Working Papers 04-16, Bank of Canada.
    6. 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.
    7. 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.
    8. 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. 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. Lescourret, Laurence & Robert, Christian Y., 2011. "Transparency matters: Price formation in the presence of order preferencing," Journal of Financial Markets, Elsevier, vol. 14(2), pages 227-258, May.
    2. 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.
    3. Robert DeYoung & Douglas Evanoff & Philip Molyneux, 2009. "Mergers and Acquisitions of Financial Institutions: A Review of the Post-2000 Literature," Journal of Financial Services Research, Springer;Western Finance Association, vol. 36(2), pages 87-110, December.
    4. Moinas, Sophie & Nguyen, Minh & Valente, Giorgio, 2017. "Funding Constraints and Market Illiquidity in the European Treasury Bond Market," TSE Working Papers 17-814, Toulouse School of Economics (TSE).

  8. 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. 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.
    4. 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.
    5. 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.
    6. Kathryn M. E. Dominguez, 2003. "When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?," Working Papers 506, Research Seminar in International Economics, University of Michigan.

Articles

  1. 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.
  2. 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.
    See citations under working paper version above.
  3. 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 8 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-FIN: Finance (3) 2002-07-04 2002-07-04 2004-08-23
  5. NEP-MST: Market Microstructure (3) 2007-04-21 2007-11-17 2008-11-25
  6. NEP-RMG: Risk Management (2) 2002-11-28 2003-09-28
  7. NEP-BAN: Banking (1) 2013-12-29
  8. NEP-CBA: Central Banking (1) 2002-07-04

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