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Econometrics of Share Auctions

Author

Listed:
  • Philippe Février

    (Crest)

  • Raphaële Preget

    (Crest)

  • Michael Visser

    (Crest)

Abstract

No abstract is available for this item.

Suggested Citation

  • Philippe Février & Raphaële Preget & Michael Visser, 2002. "Econometrics of Share Auctions," Working Papers 2002-09, Center for Research in Economics and Statistics.
  • Handle: RePEc:crs:wpaper:2002-09
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    Citations

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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., vol. 21(6), pages 745-779.
    2. Monostori, Zoltán, 2013. "Diszkriminatív áras és egyenáras aukciók
      [Discriminatory and uniform-price auctions]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 1048-1074.
    3. Sara Castellanos & Marco Oviedo, 2008. "Optimal Bidding in the Mexican Treasury Securities Primary Auctions: Results of a Structural Econometric Approach," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 45(131), pages 3-28.
    4. Sara G. Castellanos & Marco A. Oviedo, 2004. "Optimal Bidding in the Mexican Treasury Securities Primary Auctions: Results from a Structural Econometrics Approach," Levine's Working Paper Archive 122247000000000118, David K. Levine.
    5. Walter Orellana Rocha & Bernardo X. Fernández Tellería & Vladimir Fernández Quiroga, 2006. "Subasta electrónica interactiva y subasta a sobre cerrado: Un análisis comparativo de los resultados en Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 9(1), pages 65-113, December.
    6. Cantillon, Estelle & Pesendorfer, Martin, 2007. "Combination Bidding in Multi-Unit Auctions," CEPR Discussion Papers 6083, C.E.P.R. Discussion Papers.
    7. Jeremy T. Fox & Patrick Bajari, 2013. "Measuring the Efficiency of an FCC Spectrum Auction," American Economic Journal: Microeconomics, American Economic Association, vol. 5(1), pages 100-146, February.
    8. Pamela Cardozo, 2013. "Bidders’ Behaviour in Government Securities Auctions: A case study for Colombia," Borradores de Economia 760, Banco de la Republica de Colombia.
    9. Jakub Kastl & Ali Hortacsu, 2007. "Testing for Common Valuation in Treasury Bills Auctions," 2007 Meeting Papers 222, Society for Economic Dynamics.
    10. McAdams, David, 2008. "Partial identification and testable restrictions in multi-unit auctions," Journal of Econometrics, Elsevier, vol. 146(1), pages 74-85, September.
    11. Daniel Marszalec, 2016. "The Impact of Auction Choice on Revenue in Treasury Bill Auctions - An Empirical Evaluation," CIRJE F-Series CIRJE-F-1020, CIRJE, Faculty of Economics, University of Tokyo.
    12. Pamela Cardozo, 2013. "Bidders´ Behaviour in Government Securities Auctions: A case study for Colombia," BORRADORES DE ECONOMIA 010501, BANCO DE LA REPÚBLICA.
    13. Elsinger, Helmut & Schmidt-Dengler, Philipp & Zulehner, Christine, 2015. "Competition in Treasury Auctions," CEPR Discussion Papers 10983, C.E.P.R. Discussion Papers.
    14. Olivier Armantier & Jean-Pierre Florens & Jean-Francois Richard, 2008. "Approximation of Nash equilibria in Bayesian games," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(7), pages 965-981.
    15. Rodolfo Guerrero & José Luis Negrín, 2006. "Eficiencia del sistema bancario mexicano 1997-2004: una estimación dinámica," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(3), pages 235-259, julio-sep.
    16. Preget, Raphaele & Waelbroeck, Patrick, 2005. "Treasury bill auction procedures: Empirical perspectives from French market bid functions," Journal of International Money and Finance, Elsevier, vol. 24(7), pages 1054-1072, November.
    17. Ali Hortacsu & Jakub Kastl, 2008. "Testing for Common Values in Canadian Treasury Bill Auctions," Discussion Papers 07-053, Stanford Institute for Economic Policy Research.
    18. Paul Castillo & Carlos Montoro & Vicente Tuesta, 2006. "Estimación de la tasa natural de interés para la economía peruana," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(3), pages 261-298, julio-sep.
    19. Hortaçsu, Ali, 2011. "Recent progress in the empirical analysis of multi-unit auctions," International Journal of Industrial Organization, Elsevier, vol. 29(3), pages 345-349, May.
    20. Michał Krawczyk, 2009. "Demand functions in Polish Treasury auctions," Bank i Kredyt, Narodowy Bank Polski, vol. 40(4), pages 31-49.

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