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Citations for "Declining Valuations And Equilibrium Bidding In Central Bank Refinancing Operations"

by Christian Ewerhart & Nuno Cassola & Natacha Valla

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  1. Vives, Xavier, 2008. "Strategic Supply Function Competition with Private Information," CEPR Discussion Papers 6960, C.E.P.R. Discussion Papers.
  2. Cassola, Nuno & Ewerhart, Christian & Morana, Claudio, 2007. "Structural econometric approach to bidding in the main refinancing operations of the Eurosystem," Journal of Financial Transformation, Capco Institute, vol. 19, pages 81-90.
  3. Xavier Vives, 2011. "Endogenous Public Information and Welfare," CESifo Working Paper Series 3492, CESifo Group Munich.
  4. Xavier Vives, 2010. "Asset Auctions, Information, and Liquidity," CESifo Working Paper Series 2906, CESifo Group Munich.
  5. Bernd Schnatz, 2007. "Is reversion to PPP in euro exchange rates non-linear?," International Economics and Economic Policy, Springer, vol. 4(3), pages 281-297, November.
  6. Cassola, Nuno & Hortacsu, Ali & Kastl, Jakub, 2011. "The 2007 subprime market crisis through the lens of European Central Bank auctions for short-term funds," Working Paper Series 1374, European Central Bank.
  7. Ewerhart, Christian & Cassola, Nuno & Valla, Natacha, 2012. "Overbidding in fixed rate tenders: The role of exposure risk," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 539-549.
  8. Vives, Xavier, 2011. "A Large-Market Rational Expectations Equilibrium Model," CEPR Discussion Papers 8426, C.E.P.R. Discussion Papers.
  9. Cassola, Nuno & Morana, Claudio, 2008. "Modelling short-term interest rate spreads in the euro money market," Working Paper Series 0982, European Central Bank.
  10. Nikolaou, Kleopatra, 2009. "Liquidity (risk) concepts: definitions and interactions," Working Paper Series 1008, European Central Bank.