Price volatility in the secondary market and bidders' heterogeneous behavior in Spanish Treasury auctions
Francisco Alvarez; Cristina Mazón
| Year of publication: |
June 2016
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|---|---|
| Authors: | Alvarez González, Francisco ; Mazón, Cristina |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 50.2016, 4, p. 1435-1466
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| Subject: | Multi-unit auctions | Bidding behavior | Treasury auctions | Spanish format | Intra-auction heterogeneity | Spanien | Spain | Auktionstheorie | Auction theory | Staatspapier | Government securities | Auktion | Auction | Schätzung | Estimation | Volatilität | Volatility | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-015-0988-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011481719