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Strategic trading in a two-sided foreign exchange auction1

Listed author(s):
  • Goldberg, Linda
  • Tenorio, Rafael

No abstract is available for this item.

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File URL: http://www.sciencedirect.com/science/article/pii/S0022-1996(96)01447-X
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Article provided by Elsevier in its journal Journal of International Economics.

Volume (Year): 42 (1997)
Issue (Month): 3-4 (May)
Pages: 299-326

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Handle: RePEc:eee:inecon:v:42:y:1997:i:3-4:p:299-326
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505552

References listed on IDEAS
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  1. Arto Kovanen, 1994. "Foreign Exchange Auctions and Fixing; A Review of Performance," IMF Working Papers 94/119, International Monetary Fund.
  2. Roberts, Donald John & Postlewaite, Andrew, 1976. "The Incentives for Price-Taking Behavior in Large Exchange Economies," Econometrica, Econometric Society, vol. 44(1), pages 115-127, January.
  3. Goldberg, Linda S. & Karimov, Il'dar, 1997. "Black markets for currency, hoarding activity and policy reforms," Journal of International Economics, Elsevier, vol. 42(3-4), pages 349-369, May.
  4. Linda Goldberg & Rafael Tenorio, 1995. "Strategic Trading in a Two-Sided Foreign Exchange Auction," NBER Working Papers 5187, National Bureau of Economic Research, Inc.
  5. William Vickrey, 1961. "Counterspeculation, Auctions, And Competitive Sealed Tenders," Journal of Finance, American Finance Association, vol. 16(1), pages 8-37, 03.
  6. Bulow, Jeremy & Klemperer, Paul, 1994. "Rational Frenzies and Crashes," Journal of Political Economy, University of Chicago Press, vol. 102(1), pages 1-23, February.
  7. Friedman, Daniel & Ostroy, Joseph, 1995. "Competitivity in Auction Markets: An Experimental and Theoretical Investigation," Economic Journal, Royal Economic Society, vol. 105(428), pages 22-53, January.
  8. Walker, Donald A, 1972. "Competitive Tatonnement Exchange Markets," Kyklos, Wiley Blackwell, vol. 25(2), pages 345-363.
  9. Richard K. Lyons, 1993. "Tests of Microstructural Hypotheses in the Foreign Exchange Market," NBER Working Papers 4471, National Bureau of Economic Research, Inc.
  10. Linda S. Goldberg, 1993. "Foreign Exchange Markets in Russia: Understanding the Reforms," IMF Staff Papers, Palgrave Macmillan, vol. 40(4), pages 852-864, December.
  11. Ananth N. Madhavan, "undated". "Trading Mechanisms in Securities Markets," Rodney L. White Center for Financial Research Working Papers 16-90, Wharton School Rodney L. White Center for Financial Research.
  12. Patrick Joyce, 1984. "The Walrasian Tâtonnement Mechanism and Information," RAND Journal of Economics, The RAND Corporation, vol. 15(3), pages 416-425, Autumn.
  13. Rajnish Mehra & Robert A Feldman, 1993. "Auctions; Theory and Possible Applications to Economies in Transition," IMF Working Papers 93/12, International Monetary Fund.
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