Price effects of sovereign debt auctions in the Euro-zone : The role of the crisis
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- Beetsma, Roel & Giuliodori, Massimo & de Jong, Frank & Widijanto, Daniel, 2016. "Price effects of sovereign debt auctions in the euro-zone: The role of the crisis," Journal of Financial Intermediation, Elsevier, vol. 25(C), pages 30-53.
- Roel Beetsma & Massimo Giuliodori & Frank de Jong & Daniel Widijanto, 2013. "Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis," Tinbergen Institute Discussion Papers 13-150/VI, Tinbergen Institute.
- Giuliodori, Massimo & Beetsma, Roel & de Jong, Frank & Widijanto, Daniel, 2013. "Price effects of sovereign debt auctions in the Euro-zone: the role of the crisis," Working Paper Series 1595, European Central Bank.
- Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Widijanto, Daniel, 2013. "Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis," CEPR Discussion Papers 9659, C.E.P.R. Discussion Papers.
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Citations
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Cited by:
- Szkup, Michal, 2017. "Preventing Self-fulfilling debt crises," MPRA Paper 82754, University Library of Munich, Germany.
- Sigaux, Jean-David, 2018. "Trading ahead of treasury auctions," Working Paper Series 2208, European Central Bank.
- Corradin, Stefano & Maddaloni, Angela, 2020.
"The importance of being special: Repo markets during the crisis,"
Journal of Financial Economics, Elsevier, vol. 137(2), pages 392-429.
- Corradin, Stefano & Maddaloni, Angela, 2017. "The importance of being special: repo markets during the crisis," Working Paper Series 2065, European Central Bank.
- Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2021.
"The maturity of sovereign debt issuance in the euro area,"
Journal of International Money and Finance, Elsevier, vol. 110(C).
- Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Hanson, Jesper, 2019. "The Maturity of Sovereign Debt Issuance in the Euro Area," CEPR Discussion Papers 13729, C.E.P.R. Discussion Papers.
- Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2018.
"Bid-to-cover and yield changes around public debt auctions in the euro area,"
Journal of Banking & Finance, Elsevier, vol. 87(C), pages 118-134.
- Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Hanson, Jesper, 2017. "Bid-to-cover and yield changes around public debt auctions in the euro area," CEPR Discussion Papers 11932, C.E.P.R. Discussion Papers.
- Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2017. "Bid-to-cover and yield changes around public debt auctions in the euro area," Working Paper Series 2056, European Central Bank.
- Andras Lengyel & Massimo Giuliodori, 2020. "Demand shocks for public debt in the Eurozone," DNB Working Papers 674, Netherlands Central Bank, Research Department.
- Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Hanson, Jesper, 2016. "Domestic and Cross-Border Auction Cycle Effects of Sovereign Bond Issuance in the Euro Area," CEPR Discussion Papers 11122, C.E.P.R. Discussion Papers.
- Francisco Alvarez & Cristina Mazon, 2019. "Overpricing in Spanish Treasury Auctions," Annals of Economics and Finance, Society for AEF, vol. 20(1), pages 199-220, May.
- Fuhrer, Lucas Marc & Giese, Julia, 2021. "Gilt auctions and secondary market dynamics," Finance Research Letters, Elsevier, vol. 38(C).
- Roel Beetsma & Massimo Giuliodori & Jesper Hanson & Frank De Jong, 2018. "Cross‐Border Auction Cycle Effects of Sovereign Bond Issuance in the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1401-1440, October.
- Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2020. "Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 96-120.
- Cafiso, Gianluca, 2019. "Sovereign bond markets when auctions take place: Evidence from Italy," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 406-430.
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More about this item
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2017-08-06 (European Economics)
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