Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis
Year of publication: |
2013
|
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Authors: | Beetsma, Roel ; Giuliodori, Massimo ; de Jong, Frank ; Widijanto, Daniel |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | public debt | auctions | yield movements | euro-zone | crisis | Italy | Germany | event study | primary dealers | bid-to-cover ratio |
Series: | Tinbergen Institute Discussion Paper ; 13-150/VI |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 770102905 [GVK] hdl:10419/87231 [Handle] RePEc:dgr:uvatin:20130150 [RePEc] |
Classification: | G12 - Asset Pricing ; G18 - Government Policy and Regulation |
Source: |
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Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis
Beetsma, Roel, (2013)
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Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis
Beetsma, Roel, (2013)
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Price effects of sovereign debt auctions in the Euro-zone: the role of the crisis
Beetsma, Roel, (2013)
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Price effects of sovereign debt auctions in the Euro-zone: the role of the crisis
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The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market
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The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market
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