Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem
Year of publication: |
2006-07
|
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Authors: | Cassola, Nuno ; Ewerhart, Christian ; Morana, Claudio |
Institutions: | International Centre for Economic Research (ICER) |
Subject: | repo auctions | monetary policy implementation | primary money market market | multi unit auctions | discriminatory auctions | collateral | central bank | nonparametric estimation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 26 pages long |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G12 - Asset Pricing ; D44 - Auctions ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E50 - Monetary Policy, Central Banking and the Supply of Money and Credit. General |
Source: |
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