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The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data Author info | Abstract | Publisher info | Download info | Related research | Statistics Breitung, Jorg
Nautz, Dieter
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Article provided by Elsevier in its journal Journal of International Money and Finance .
Volume (Year): 20 (2001)
Issue (Month): 6 (November)
Pages: 839-856
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Handle: RePEc:eee:jimfin:v:20:y:2001:i:6:p:839-856Contact details of provider: Web page: http://www.elsevier.com/locate/inca/30443
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Thomas J. Jordan & Peter Kugler, 2004.
"Implementing Swiss Monetary Policy: Steering the 3M-Libor with Repo Transactions ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 140(III), pages 381-393, September.
[Downloadable!]
Tobias Linzert & Dieter Nautz & Jorg Breitung, 2004.
"Bidder behaviour in repo auctions without minimum bid rate: evidence from the Bundesbank ,"
Money Macro and Finance (MMF) Research Group Conference 2003
55, Money Macro and Finance Research Group.
[Downloadable!]
Other versions: Juan Ayuso & Rafael Repullo, 2001.
"Why Did the Banks Overbid? An Empirical Model of the Fixed Rate Tenders of the European Central Bank ,"
Banco de España Working Papers
0105, Banco de España.
[Downloadable!]
Other versions:
Ayuso, J. & Repullo, R., 2001.
"Why Did the Banks Overbid? An Empirical Model of the Fixed Rate Tenders of the European Cental Bank ,"
Papers
0104, Centro de Estudios Monetarios Y Financieros-.
Ayuso, Juan & Repullo, Rafael, 2001.
"Why did the banks overbid? An empirical model of the fixed rate tenders of the European Central Bank ,"
Journal of International Money and Finance ,
Elsevier, vol. 20(6), pages 857-870, November.
[Downloadable!] (restricted) Christian Ewerhart & Nuno Cassola & Natacha Valla, 2006.
"Declining valuations and equilibrium bidding in central bank refinancing operations ,"
Working Paper Series
668, European Central Bank.
[Downloadable!]
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