A Walrasian Theory of Sovereign Debt Auctions with Asymmetric Information

Author:

Cole Harold L.,Neuhann Daniel,Ordooez Guillermo L.

Publisher

Elsevier BV

Reference63 articles.

1. to more realistic discrete-step functions, showing that in such case only upper and lower bounds on private valuations can be identified, which he does by using the previously methodology on Czech bills auctions. 24 Laffont and Vuong (1996) argue that common value models are observationally equivalent to an affiliated private value model unless there are exogenous variations that allow for identification. Horta�su and Kastl (2012) proposes an identification based on dealers observations of their costumers bids using discriminatory Canadian treasury auctions, while Horta�su, Kastl, and Zhang (2017) use uniform U.S. treasury auctions. References Aguiar, Mark, and Manuel Amador;Kastl;Wilson model, which is based on continuous and differentiable functions,2011

2. Coordination and crisis in monetary unions;Mark Aguiar;The Quarterly Journal of Economics,2015

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