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Learning by doing : an in-class exercise of the treasury auction market
Roden, Peyton F. - In: Journal of financial education 39 (2013) 3/4, pp. 140-155
Persistent link: https://www.econbiz.de/10010245469
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Competition in treasury auctions
Elsinger, Helmut; Schmidt-Dengler, Philipp; Zulehner, … - 2016
examine the effect of increased competition on auction performance: We find that increased competition reduced bidder surplus … aggressive bidding. Counterfactuals establish that as competition increases, concerns regarding auction format play a smaller …
Persistent link: https://www.econbiz.de/10011436067
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Competition in treasury auctions
Elsinger, Helmut; Schmidt-Dengler, Philipp; Zulehner, … - 2015
Persistent link: https://www.econbiz.de/10011442439
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Price volatility in the secondary market and bidders' heterogeneous behavior in Spanish Treasury auctions
Alvarez González, Francisco; Mazón, Cristina - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1435-1466
Persistent link: https://www.econbiz.de/10011481719
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The scarcity value of treasury collateral : repo market effects of security-specific supply and demand factors
D'Amico, Stefania; Fan, Roger; Kitsul, Yuriy - 2014
Persistent link: https://www.econbiz.de/10010434028
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QE auctions of treasury bonds
Song, Zhaogang; Zhu, Haoxiang - 2014
Persistent link: https://www.econbiz.de/10010434080
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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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Mechanism choice and strategic bidding in divisible good auctions : an empirical analysis of the Turkish Treasury auction markets
Hortaçsu, Ali; McAdams, David - In: Journal of political economy 118 (2010) 5, pp. 833-865
Persistent link: https://www.econbiz.de/10009238313
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Multi-unit auctions with private information : an indivisible unit continuous price model
Alvarez González, Francisco; Mazón, Cristina - In: Economic theory : official journal of the Society for … 51 (2012) 1, pp. 35-70
Persistent link: https://www.econbiz.de/10009583770
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Competition in treasury auctions
Elsinger, Helmut; Schmidt-Dengler, Philipp; Zulehner, … - 2016
Persistent link: https://www.econbiz.de/10011494868