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Citations for "Declining valuations and equilibrium bidding in central bank refinancing operations"

by Ewerhart, Christian & Cassola, Nuno & Valla, Natacha

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  1. Nuno Cassola & Claudio Morana, 2008. "Modeling Short-Term Interest Rate Spreads in the Euro Money Market," International Journal of Central Banking, International Journal of Central Banking, vol. 4(4), pages 1-37, December.
  2. Vives, Xavier, 2008. "Strategic Supply Function Competition with Private Information," CEPR Discussion Papers 6960, C.E.P.R. Discussion Papers.
  3. Xavier Vives, 2016. "Endogenous Public Information and Welfare in Market Games," 2016 Meeting Papers 413, Society for Economic Dynamics.
  4. Xavier Vives, 2010. "Asset Auctions, Information, and Liquidity," Journal of the European Economic Association, MIT Press, vol. 8(2-3), pages 467-477, 04-05.
  5. Nikolaou, Kleopatra, 2009. "Liquidity (risk) concepts: definitions and interactions," Working Paper Series 1008, European Central Bank.
  6. Vives, Xavier, 2011. "Endogenous Public Information and Welfare," CEPR Discussion Papers 8437, C.E.P.R. Discussion Papers.
  7. Xavier Vives, 2014. "On The Possibility Of Informationally Efficient Markets," Journal of the European Economic Association, European Economic Association, vol. 12(5), pages 1200-1239, October.
  8. Ewerhart, Christian & Cassola, Nuno & Valla, Natacha, 2012. "Overbidding in fixed rate tenders: The role of exposure risk," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 539-549.
  9. Vogel, Edgar, 2014. "MRO bidding in the presence of LTROs: an empirical analysis of the pre-crisis period," Working Paper Series 1753, European Central Bank.
  10. Bernd Schnatz, 2007. "Is reversion to PPP in euro exchange rates non-linear?," International Economics and Economic Policy, Springer, vol. 4(3), pages 281-297, November.
  11. Nuno Cassola & Christian Ewerhart & Claudio Morana, 2006. "Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem," ICER Working Papers 26-2006, ICER - International Centre for Economic Research.
  12. Nuno Cassola & Ali Hortacsu & Jakub Kastl, 2009. "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds," Discussion Papers 08-039, Stanford Institute for Economic Policy Research.
  13. Ollikka, Kimmo & Tukiainen, Janne, 2013. "Central bank liquidity auction mechanism design and the interbank market," Research Discussion Papers 21/2013, Bank of Finland.
  14. Vives, Xavier, 2011. "A Large-Market Rational Expectations Equilibrium Model," CEPR Discussion Papers 8426, C.E.P.R. Discussion Papers.
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