Similar Search Results - EconBiz

Testing for common values in Canadian treasury bill auctions

Hortaçsu, Ali (contributor); Kastl, Jakub (contributor) - 2008

Persistent link: https://www.econbiz.de/10003760140

Mean reversion in the US treasury constant maturity rates

Caporale, Guglielmo Maria (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003428293

Informational advantage and information structure : an analysis of Canadian treasury auctions

Hortaçsu, Ali; Kastl, Jakub - 2010

Persistent link: https://www.econbiz.de/10008697812

Quoted spreads and trade imbalance dynamics in the European treasury bond market

Caporale, Guglielmo Maria; Girardi, Alessandro; … - 2010

Using high-frequency transaction data for the three largest European markets (France, Germany and Italy), this paper documents the existence of an asymmetric relationship between market liquidity and trading imbalances: when quoted spreads rise (fall) and liquidity falls (increases) buy (sell)...

Persistent link: https://www.econbiz.de/10008798823

Valuing dealers' informational advantage : a study of Canadian Treasury auctions

Hortaçsu, Ali; Kastl, Jakub - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 6, pp. 2511-2542

Persistent link: https://www.econbiz.de/10009689466

Quoted spreads and trade imbalance dynamics in the Euopean Treasury bond market

Caporale, Guglielmo Maria; Girardi, Alessandro; … - In: The quarterly review of economics and finance : journal … 52 (2012) 2, pp. 173-182

Persistent link: https://www.econbiz.de/10009700527

Interest rate dynamics in Kenya : commercial banks' rates and the 91-day treasury bill rate

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of international development : the journal of … 28 (2016) 2, pp. 214-232

Persistent link: https://www.econbiz.de/10011552186

Interest rate dynamics in Kenya : commercial banks' rates and the 91-day treasury bill rate

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010

Persistent link: https://www.econbiz.de/10008748166

Quoted spreads and trade imbalance dynamics in the European treasury bond market

Caporale, Guglielmo Maria; Girardi, Alessandro; … - 2010

Using high-frequency transaction data for the three largest European markets (France, Germany and Italy), this paper documents the existence of an asymmetric relationship between market liquidity and trading imbalances: when quoted spreads rise (fall) and liquidity falls (increases) buy (sell)...

Persistent link: https://www.econbiz.de/10009272604

Discrete bids and empirical inference in divisible good auctions

Kastl, Jakub - In: The review of economic studies 78 (2011) 3, pp. 974-1014

Persistent link: https://www.econbiz.de/10009234528

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