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Mexican treasury securities primary auctions

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  • Sara Castellanos

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  • Sara Castellanos, 2001. "Mexican treasury securities primary auctions," Theory workshop papers 357966000000000025, UCLA Department of Economics.
  • Handle: RePEc:cla:uclatw:357966000000000025
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    File URL: http://levine.sscnet.ucla.edu/archive/mextbillauctionssept.pdf
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    1. Daniel Heller & Yvan Lengwiler, 1998. "The auctions of Swiss government bonds: should the Treasury price discriminate or not?," Finance and Economics Discussion Series 1998-11, Board of Governors of the Federal Reserve System (U.S.).
    2. Nautz, Dieter, 1997. "How Auctions Reveal Information: A Case Study on German REPO Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(1), pages 17-25, February.
    3. Nautz, D., 1995. "Optimal bidding in multi-unit auctions with many bidders," Economics Letters, Elsevier, pages 301-306.
    4. Michael B. Gordy, 1997. "Hedging Winner's Curse with Multiple Bids: Evidence from the Portuguese Treasury Bill Auction," Microeconomics 9702002, EconWPA.
    5. Nancy Harvey, 1999. "Recent Initiatives in the Canadian Market for Government of Canada Securities," Bank of Canada Review, Bank of Canada, vol. 1999(Summer), pages 27-35.
    6. Ausubel, Lawrence M. & Cramton, Peter & Deneckere, Raymond J., 2002. "Bargaining with incomplete information," Handbook of Game Theory with Economic Applications,in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 3, chapter 50, pages 1897-1945 Elsevier.
    7. Timur Kuran & William H. Sandholm, 2008. "Cultural Integration and Its Discontents," Review of Economic Studies, Oxford University Press, pages 201-228.
    8. Nautz, D. & Wolfstetter, E., 1997. "Bid shading and risk aversion in multi-unit auctions with many bidders," Economics Letters, Elsevier, pages 195-200.
    9. Carlo Cottarelli & Leonardo Bartolini, 1994. "Treasury Bill Auctions; Issues and Uses," IMF Working Papers 94/135, International Monetary Fund.
    10. Lawrence Ausubel & Peter Cramton, 2004. "Vickrey auctions with reserve pricing," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), pages 493-505.
    11. Brennan, Michael J & Subrahmanyam, Avanidhar, 1998. "The Determinants of Average Trade Size," The Journal of Business, University of Chicago Press, vol. 71(1), pages 1-25, January.
    12. Umlauf, Steven R., 1993. "An empirical study of the Mexican Treasury bill auction," Journal of Financial Economics, Elsevier, pages 313-340.
    13. Robert A. Feldman & Vincent Reinhart, 1996. "Auction Format Matters: Evidence on Bidding Behavior and Seller Revenue," IMF Staff Papers, Palgrave Macmillan, vol. 43(2), pages 395-418, June.
    14. Yvan Lengwiler, 1999. "The multiple unit auction with variable supply," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), pages 373-392.
    15. Yvan Lengwiler, 1999. "The multiple unit auction with variable supply," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), pages 373-392.
    16. Saikat Nandi, 1997. "Treasury auctions: what do the recent models and results tell us?," Economic Review, Federal Reserve Bank of Atlanta, pages 4-15.
    17. Branch, Ben & Freed, Walter, 1977. "Bid-Asked Spreads on the Amex and the Big Board," Journal of Finance, American Finance Association, vol. 32(1), pages 159-163, March.
    18. Breedon, Francis & Ganley, Joe, 2000. "Bidding and Information: Evidence from Gilt-Edged Auctions," Economic Journal, Royal Economic Society, vol. 110(466), pages 963-984, October.
    19. Copeland, Thomas E & Galai, Dan, 1983. " Information Effects on the Bid-Ask Spread," Journal of Finance, American Finance Association, vol. 38(5), pages 1457-1469, December.
    20. Sushil Bikhchandani & Chi-fu Huang, 1993. "The Economics of Treasury Securities Markets," Journal of Economic Perspectives, American Economic Association, pages 117-134.
    21. Amihud, Yakov & Mendelson, Haim, 1986. "Asset pricing and the bid-ask spread," Journal of Financial Economics, Elsevier, pages 223-249.
    22. Michael B. Gordy, 1999. "Hedging Winner'S Curse With Multiple Bids: Evidence From The Portuguese Treasury Bill Auction," The Review of Economics and Statistics, MIT Press, pages 448-465.
    23. Lawrence M. Ausubel & Peter Cramton & Marek Pycia & Marzena Rostek & Marek Weretka, 2014. "Demand Reduction and Inefficiency in Multi-Unit Auctions," Review of Economic Studies, Oxford University Press, pages 1366-1400.
    24. Haile, Philip A., 2003. "Auctions with private uncertainty and resale opportunities," Journal of Economic Theory, Elsevier, pages 72-110.
    25. Peter Kennedy, 2003. "A Guide to Econometrics, 5th Edition," MIT Press Books, The MIT Press, edition 5, volume 1, number 026261183x, January.
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    Cited by:

    1. Erwann SbaÏ & Olivier Armantier, 2006. "Estimation and comparison of treasury auction formats when bidders are asymmetric," Journal of Applied Econometrics, John Wiley & Sons, Ltd., pages 745-779.
    2. Olivier Armantier & Erwann Sbai, 2003. "Estimation and Comparison of Treasury Auction Formats when Bidders are Asymmetric," Department of Economics Working Papers 03-02, Stony Brook University, Department of Economics.
    3. Walter Orellana & Bernardo Fernández & Vladimir Fernández, 2006. "Subasta electrónica interactiva y subasta a sobre cerrado: un análisis comparativo de los resultados en Bolivia," Monetaria, Centro de Estudios Monetarios Latinoamericanos, pages 299-345.
    4. Andrés González & Martha López & Norberto Rodríguez & Santiago Téllez, 2014. "Fiscal Policy in a Small Open Economy with Oil Sector and non-Ricardian Agents," REVISTA DESARROLLO Y SOCIEDAD, UNIVERSIDAD DE LOS ANDES-CEDE, November.
    5. Bernardo X. Fernández Tellería, 2007. "Dollarization hysteresis, network externalities and the “past legacy” effect: the case of Bolivia," Monetaria, Centro de Estudios Monetarios Latinoamericanos, pages 167-217.
    6. Andrés González & Martha López & Norberto Rodríguez & Santiago Téllez, 2014. "Fiscal Policy in a Small Open Economy with Oil Sector and non-Ricardian Agents," REVISTA DESARROLLO Y SOCIEDAD, UNIVERSIDAD DE LOS ANDES-CEDE, November.

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