Price volatility in the secondary market and bidders’ heterogeneous behavior in Spanish Treasury auctions
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00181-015-0988-x.pdf
Reference22 articles.
1. Alvarez F, Mazón C (2007) Comparing the Spanish and the discriminatory auction formats: A discrete model with private information. European J Oper Res 179(1):253 – 266, doi: 10.1016/j.ejor.2006.02.044 , http://www.sciencedirect.com/science/article/pii/S0377221706002505
2. Alvarez F, Mazón C (2012) Multi-unit auctions with private information: an indivisible unit continuous price model. Econ Theory 51(1):35–70. doi: 10.1007/s00199-010-0594-2
3. Armantier O, Lafhel N (2009) Comparison of auction formats in Canadian government auctions. Tech. rep., Bank of Canada Working Paper
4. Armantier O, Sbaï E (2006) Estimation and comparison of treasury auction formats when bidders are asymmetric. J Appl Econ 21(6):745–779. doi: 10.1002/jae.875
5. Arnone M, Iden G (2003) Primary Dealers in Government Securities: policy Issues and Selected Countries Experience (EPub). International Monetary Fund
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