Citations for "How Auctions Reveal Information: A Case Study on German REPO Rates"
by Nautz, Dieter
- Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001.
"The Microstructure of the Euro Money Market,"
CEPR Discussion Papers
3081, C.E.P.R. Discussion Papers.
- Linzert, Tobias & Schmidt, Sandra, 2007.
"What Explains the Spread Between the Euro Overnight Rate and the ECB's Policy Rate?,"
ZEW Discussion Papers
07-076, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Linzert, Tobias & Schmidt, Sandra, 2008. "What explains the spread between the euro overnight rate and the ECB's policy rate?," Working Paper Series 0983, European Central Bank.
- Offermanns, Christian J. & Nautz, Dieter, 2006.
"The dynamic relationship between the Euro overnight rate, the ECB´s policy rate and the term spread,"
Discussion Paper Series 1: Economic Studies
2006,01, Deutsche Bundesbank, Research Centre.
- Dieter Nautz & Christian J. Offermanns, 2007. "The dynamic relationship between the euro overnight rate, the ECB's policy rate and the term spread," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(3), pages 287-300.
- Arup Daripa, 2005.
"How (Not) to Sell Money,"
Birkbeck Working Papers in Economics and Finance
0520, Birkbeck, Department of Economics, Mathematics & Statistics.
- Bindseil, Ulrich, 2001. "Central bank forecasts of liquidity factors: Quality, publication and the control of the overnight rate," Working Paper Series 0070, European Central Bank.
- Nautz, Dieter & Linzert, Tobias & Breitung, Jörg, 2003.
"Bidder Behavior in Repo Auctions without Minimum Bid Rate: Evidence from the Bundesbank,"
Discussion Paper Series 1: Economic Studies
2003,13, Deutsche Bundesbank, Research Centre.
- Tobias Linzert & Dieter Nautz & Jorg Breitung, 2004. "Bidder behaviour in repo auctions without minimum bid rate: evidence from the Bundesbank," Money Macro and Finance (MMF) Research Group Conference 2003 55, Money Macro and Finance Research Group.
- Abbassi, Puriya & Fecht, Falko & Weber, Patrick, 2013. "How stressed are banks in the interbank market?," Discussion Papers 40/2013, Deutsche Bundesbank, Research Centre.
- Ewerhart, Christian & Cassola, Nuno & Valla, Natacha, 2006.
"Declining valuations and equilibrium bidding in central bank refinancing operations,"
Working Paper Series
0668, European Central Bank.
- Ewerhart, Christian & Cassola, Nuno & Valla, Natacha, 2010. "Declining valuations and equilibrium bidding in central bank refinancing operations," International Journal of Industrial Organization, Elsevier, vol. 28(1), pages 30-43, January.
- Christian Ewerhart & Nuno Cassola & Natacha Valla, 2007. "Declining Valuations And Equilibrium Bidding In Central Bank Refinancing Operations," Swiss Finance Institute Research Paper Series 07-22, Swiss Finance Institute.
- Ulrich Bindseil, 2002. "Central bank forecasts of liquidity factors and the control of short term interest rates," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 55(220), pages 13-37.
- Buraschi, Andrea & Menini, Davide, 2002. "Liquidity risk and specialness," Journal of Financial Economics, Elsevier, vol. 64(2), pages 243-284, May.
- Sara Castellanos, 2001. "A New Empirical Study of the Mexican Treasury Securities Primary Auctions: Is there more underpricing?," Levine's Working Paper Archive 625018000000000206, David K. Levine.
- Manna, Michele, 2002. "Using money market rates to assess the alternatives of fixed vs. variable rate tenders: the lesson from 1989-1998 data for Germany," Working Paper Series 0186, European Central Bank.
- Nautz, Dieter, 1998. "Banks' demand for reserves when future monetary policy is uncertain," Journal of Monetary Economics, Elsevier, vol. 42(1), pages 161-183, June.
- Nautz, Dieter & Offermanns, Christian J., 2008. "Volatility transmission in the European money market," The North American Journal of Economics and Finance, Elsevier, vol. 19(1), pages 23-39, March.
- Sara Castellanos, 2001. "Mexican treasury securities primary auctions," Theory workshop papers 357966000000000025, UCLA Department of Economics.
- Singh, Bhupal & Dhal, Sarat C., 1998. "Repo auction formats, bidders' behaviour and money market response in India," MPRA Paper 12147, University Library of Munich, Germany.
- Ulrich Bindseil, 2002. "Central bank forecasts of liquidity factors and the control of short term interest rates," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 55(220), pages 13-37.
- D'Amico, Stefania & Fan, Roger & Kitsul, Yuriy, 2014.
"The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors,"
Finance and Economics Discussion Series
2014-60, Board of Governors of the Federal Reserve System (U.S.).
- D'Amico, Stefania & Fan, Roger & Kitzul, Yuriy, 2013. "The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors," Working Paper Series WP-2013-22, Federal Reserve Bank of Chicago.
- Nautz, D. & Wolfstetter, E., 1997. "Bid shading and risk aversion in multi-unit auctions with many bidders," Economics Letters, Elsevier, vol. 56(2), pages 195-200, October.