The Impact of the Bank of Canada's Government Bond Purchase Program R Arora, S Gungor, J Nesrallah, GO Leblanc Bank of Canada/Central Bank of Canada/La Banque du Canada, 2021 | 46* | 2021 |
Testing linear factor pricing models with large cross sections: A distribution-free approach S Gungor, R Luger Journal of Business & Economic Statistics 31 (1), 66-77, 2013 | 23 | 2013 |
Funding liquidity, market liquidity and the cross-section of stock returns JS Fontaine, R Garcia, S Gungor Bank of Canada Working Paper, 2015 | 22 | 2015 |
Has liquidity in Canadian government bond markets deteriorated? S Gungor, J Yang Bank of Canada, 2017 | 20 | 2017 |
Exact distribution-free tests of mean-variance efficiency S Gungor, R Luger Journal of Empirical Finance 16 (5), 816-829, 2009 | 20 | 2009 |
Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances S Gungor, R Luger Journal of Business & Economic Statistics 34 (2), 161-175, 2016 | 16 | 2016 |
Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects S Gungor, R Luger Journal of Econometrics 218 (2), 750-770, 2020 | 12 | 2020 |
Funding liquidity risk and the cross-section of stock returns JS Fontaine, R Garcia, S Gungor February): www. banque-france. fr/fondation/gb/telechar/pdf/paper-garcia …, 2013 | 9 | 2013 |
Exact inference in long-horizon predictive quantile regressions with an application to stock returns S Gungor, R Luger Journal of Financial Econometrics 19 (4), 746-788, 2021 | 8 | 2021 |
Announcing the Bankers' Acceptance Purchase Facility: a COVID”‘19 event study R Arora, S Gungor, K McRae, J Witmer Bank of Canada/Central Bank of Canada/La Banque du Canada, 2020 | 7 | 2020 |
The life cycle of Government of Canada Bonds in core funding markets N Bulusu Bank of Canada/Central Bank of Canada/La Banque du Canada, 2017 | 7 | 2017 |
Search-for-yield in Canadian fixed-income mutual funds and monetary policy S Gungor, JA Sierra Jimenez Bank of Canada Working Paper, 2014 | 6 | 2014 |
Intermediary leverage shocks and funding conditions JS Fontaine, R Garcia, S Gungor Available at SSRN 3649065, 2020 | 5 | 2020 |
Have Liquidity and Trading Activity in the Canadian Provincial Bond Market Deteriorated? C Fan, S Gungor, G Nolin, J Yang Bank of Canada, 2018 | 4 | 2018 |
Government of Canada securities in the cash, repo and securities lending markets N Bulusu, S Gungor Bank of Canada Staff Discussion Paper 4, 2018 | 3 | 2018 |
Funding risk, market liquidity, market volatility and the cross-section of asset returns JS Fontaine, R Garcia, S Gungor SSRN, 2016 | 3 | 2016 |
The life cycle of trading activity and liquidity of Government of Canada bonds: Evidence from cash, repo and securities lending markets N Bulusu, S Gungor Canadian Journal of Economics/Revue canadienne d'économique 54 (2), 557-581, 2021 | 2 | 2021 |
Have Liquidity and Trading Activity in the Canadian Corporate Bond Market Deteriorated? C Fan, S Gungor, G Nolin, J Yang Bank of Canada, 2018 | 2 | 2018 |
Bootstrap tests of mean-variance efficiency with multiple portfolio groupings S Gungor, R Luger L'Actualité économique 91 (1), 35-65, 2015 | 2 | 2015 |
L’annonce de la facilité d’achat d’acceptations bancaires: étude événementielle sur fond de COVID‑19 R Arora, S Gungor, K McRae, J Witmer Bank of Canada, 2020 | 1 | 2020 |