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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. Xavier Vives, 2011. "Endogenous Public Information and Welfare," CESifo Working Paper Series 3492, CESifo Group Munich.
  2. Xavier Vives, 2011. "A Large-Market Rational Expectations Equilibrium Model," CESifo Working Paper Series 3485, CESifo Group Munich.
  3. Xavier Vives, 2009. "Strategic Supply Function Competition with Private Information," Cowles Foundation Discussion Papers 1736, Cowles Foundation for Research in Economics, Yale University.
  4. Cassola, Nuno & Hortacsu, Ali & Kastl, Jakub, 2011. "The 2007 subprime market crisis through the lens of European Central Bank auctions for short-term funds," Working Paper Series 1374, European Central Bank.
  5. Xavier Vives, 2010. "Asset Auctions, Information, and Liquidity," CESifo Working Paper Series 2906, CESifo Group Munich.
  6. Vives, Xavier, 2014. "On the Possibility of Informationally Efficient Markets," IESE Research Papers D/1104, IESE Business School.
  7. 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.
  8. Schnatz, Bernd, 2006. "Is reversion to PPP in euro exchange rates non-linear?," Working Paper Series 0682, European Central Bank.
  9. 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.
  10. repec:bof:bofrdp:2013_021 is not listed on IDEAS
  11. 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.
  12. Cassola, Nuno & Ewerhart, Christian & Morana, Claudio, 2007. "Structural econometric approach to bidding in the main refinancing operations of the Eurosystem," Working Paper Series 0793, European Central Bank.
  13. Nikolaou, Kleopatra, 2009. "Liquidity (risk) concepts: definitions and interactions," Working Paper Series 1008, European Central Bank.
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