Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions
Year of publication: |
2020
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Authors: | Beetsma, Roel ; Giuliodori, Massimo ; Hanson, Jesper ; Jong, Frank de |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 58.2020, p. 96-120
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Subject: | Bid-to-cover | Demand | Eurozone public debt auctions | Maturity | Supply | Volatility | Yield | Eurozone | Euro area | Auktionstheorie | Auction theory | Öffentliche Anleihe | Public bond | Öffentliche Schulden | Public debt | Volatilität | Schätzung | Estimation | Rendite | EU-Staaten | EU countries | Schuldenkrise | Debt crisis |
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