Optimal Bidding in the Mexican Treasury Securities Primary Auctions: Results from a Structural Econometrics Approach
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Date of creation: 12 Sep 2004
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2004-06-07 (All new papers)
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03-02, Stony Brook University, Department of Economics.
- Erwann Sba� & Olivier Armantier, 2006. "Estimation and comparison of treasury auction formats when bidders are asymmetric," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 745-779.
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- Umlauf, Steven R., 1993. "An empirical study of the Mexican Treasury bill auction," Journal of Financial Economics, Elsevier, vol. 33(3), pages 313-340, June.
- Wilson, Robert, 1979. "Auctions of Shares," The Quarterly Journal of Economics, MIT Press, vol. 93(4), pages 675-89, November.
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