Repo auction formats, bidders' behaviour and money market response in India
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References listed on IDEAS
- Nautz, D., 1995. "Optimal bidding in multi-unit auctions with many bidders," Economics Letters, Elsevier, vol. 48(3-4), pages 301-306, June.
- Vincent Reinhart, 1992. "An analysis of potential Treasury auction techniques," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jun, pages 403-413.
- Granger, C W J & Lee, T H, 1989. "Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(S), pages 145-159, Supplemen.
- Robert Wilson, 1977. "A Bidding Model of Perfect Competition," Review of Economic Studies, Oxford University Press, vol. 44(3), pages 511-518.
- 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.
- Carlo Cottarelli & Leonardo Bartolini, 1994. "Treasury Bill Auctions; Issues and Uses," IMF Working Papers 94/135, International Monetary Fund.
- Robert A. Feldman & Rajnish Mehra, 1993. "Auctions: Theory and Applications," IMF Staff Papers, Palgrave Macmillan, vol. 40(3), pages 485-511, September.
- Cammack, Elizabeth B, 1991. "Evidence on Bidding Strategies and the Information in Treasury Bill Auctions," Journal of Political Economy, University of Chicago Press, vol. 99(1), pages 100-130, February.
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- Rajan Goyal & K. Kanagasabapathy, 2002. "Yield Spread as a Leading Indicator of Real Economic Activity; An Empirical Exercise on the Indian Economy," IMF Working Papers 02/91, International Monetary Fund.
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KeywordsRepo Auction Formats; Money Market Response;
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
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