7
H index
6
i10 index
246
Citations
Toni R. Gravelle : Citation Profile
Bank of Canada (34% share) | RESEARCH PRODUCTION: 7 Articles 13 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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28 years (1995 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Toni R. Gravelle. | Is cited by:
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Main data
Where Toni R. Gravelle has published?
| Journals with more than one article published | # docs |
|---|---|
| Bank of Canada Review | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Staff Working Papers / Bank of Canada | 7 |
| Discussion Papers / Bank of Canada | 4 |
Recent works citing Toni R. Gravelle (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields. (2024). Sekkel, Rodrigo ; Feunou, Bruno ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Staff Working Papers. RePEc:bca:bocawp:24-12. Full description at Econpapers || Download paper |
| 2025 | Is anyone surprised? The high-frequency impact of US and domestic macroeconomic data announcements on Canadian asset prices. (2025). Zhang, Xu ; Sekkel, Rodrigo ; Martos, Blake Debruin ; Stern, Henry. In: Staff Analytical Notes. RePEc:bca:bocsan:25-10. Full description at Econpapers || Download paper |
| 2024 | The determinants of systemic risk contagion. (2024). Atasoy, Burak ; Erden, Lutfi ; Ozkan, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x. Full description at Econpapers || Download paper |
| 2024 | Spillover effects from China and the United States to Key Regional Emerging Markets: A dynamic analysis. (2024). Bonga-Bonga, Lumengo ; Mpoha, Salifya. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005318. Full description at Econpapers || Download paper |
| 2024 | U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K.. (2024). Feunou, Bruno ; Sekkel, Rodrigo ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001845. Full description at Econpapers || Download paper |
| 2024 | Inspecting cross-border macro-financial mechanisms. (2024). Rubio, Margarita ; Leiva-Leon, Danilo ; Gerba, Eddie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000810. Full description at Econpapers || Download paper |
| 2024 | Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis. (2024). Tzomakas, Christos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001017. Full description at Econpapers || Download paper |
| 2025 | Economic downturn and the yield curve: Evidence from Canada and the US. (2025). Xu, Libo. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:2:d:10.1007_s12197-025-09716-y. Full description at Econpapers || Download paper |
| 2024 | Chinas footprint in global financial markets. (2024). Manu, Ana-Simona ; van Robays, Ine ; Lodge, David. In: BOFIT Discussion Papers. RePEc:zbw:bofitp:283609. Full description at Econpapers || Download paper |
Works by Toni R. Gravelle:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1999 | Markets for Government of Canada Securities in the 1990s: Liquidity and Cross-CountryComparisons In: Bank of Canada Review. [Full Text][Citation analysis] | article | 3 |
| 2007 | Bank of Canada Workshop on Derivatives Markets in Canada and Beyond In: Bank of Canada Review. [Full Text][Citation analysis] | article | 0 |
| 2008 | The Market Impact of Forward-Looking Policy Statements: Transparency vs. Predictability In: Bank of Canada Review. [Full Text][Citation analysis] | article | 0 |
| 2008 | The Implementation of Monetary Policy in Canada In: Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
| 2010 | Has the Inclusion of Forward-Looking Statements in Monetary Policy Communications Made the Bank of Canada More Transparent? In: Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
| 2011 | What Matters in Determining Capital Surcharges for Systemically Important Financial Institutions? In: Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2023 | Reviewing Canada’s Monetary Policy Implementation System: Does the Evolving Environment Support Maintaining a Floor System? In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Reactions of Canadian Interest Rates to Macroeconomic Announcements: Implications for Monetary Policy Transparency In: Staff Working Papers. [Full Text][Citation analysis] | paper | 43 |
| 2002 | Alternative Trading Systems: Does One Shoe Fit All? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2002 | The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ In: Staff Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2003 | Shift Contagion in Asset Markets In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 1998 | Buying Back Government Bonds: Mechanics and Other Considerations In: Staff Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 1999 | Liquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States Treasury Market In: Staff Working Papers. [Full Text][Citation analysis] | paper | 40 |
| 1999 | Liquidity of the Government of Canada Securities Market: Stylised Facts and Some Market Microstructure Comparisons to the United States Treasury Market.(1999) In: CGFS Papers chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | chapter | |
| 1999 | The Market Microstructure of Dealership Equity and Government Securities Markets: How They Differ In: CGFS Papers chapters. [Full Text][Citation analysis] | chapter | 3 |
| 1996 | What Is Old Is New Again. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 4 |
| 1995 | What is Old id New Again.(1995) In: University of Western Ontario, Departmental Research Report Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2006 | Detecting shift-contagion in currency and bond markets In: Journal of International Economics. [Full Text][Citation analysis] | article | 82 |
| 2002 | Detecting shift-contagion in currency and bond markets.(2002) In: Computing in Economics and Finance 2002. [Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
| 2002 | Comment on GSE Debt and the Decline in the Treasury Debt Market. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 0 |
| 2005 | A Kalman filter approach to characterizing the Canadian term structure of interest rates In: Applied Financial Economics. [Full Text][Citation analysis] | article | 14 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team