An Auction-Based Test of Private Information in an Interdealer FX Market
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- Pietro Bonaldi & Mauricio Villamizar-Villegas, 2018. "An Auction-Based Test of Private Information in an Interdealer FX Market," Borradores de Economia 1049, Banco de la Republica de Colombia.
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Cited by:
- Mauricio Villamizar‐Villegas & Freddy A. Pinzon‐Puerto & Maria Alejandra Ruiz‐Sanchez, 2022.
"A comprehensive history of regression discontinuity designs: An empirical survey of the last 60 years,"
Journal of Economic Surveys, Wiley Blackwell, vol. 36(4), pages 1130-1178, September.
- Mauricio Villamizar-Villegas & Freddy A. Pinzón-Puerto & María Alejandra Ruiz-Sánchez, 2020. "A Comprehensive History of Regression Discontinuity Designs: An Empirical Survey of the last 60 Years," Borradores de Economia 1112, Banco de la Republica de Colombia.
- Villamizar-Villegas, Mauricio & Pinzón-Puerto, Freddy A. & Ruiz-Sánchez, María Alejandra, 2020. "A Comprehensive History of Regression Discontinuity Designs: An Empirical Survey of the last 60 Years," Working papers 38, Red Investigadores de Economía.
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More about this item
Keywords
Auctions; Common Values; Private Values; Private Information; Foreign Exchange Market; Regression Discontinuity Design; Subastas; Valores Comunes; Valores Privados; Información Privada; Mercado Cambiario; Regresión Discontinua.;All these keywords.
JEL classification:
- C57 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Econometrics of Games and Auctions
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2018-12-24 (Financial Markets)
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