The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data
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"Vulnerability of fixed-rate funds-supplying operations to overbidding: An experimental approach,"
Global Finance Journal, Elsevier, vol. 46(C).
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"Bidding and performance in repo auctions: evidence from ECB open market operations,"
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157, European Central Bank.
- Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2004. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," University of California at Los Angeles, Anderson Graduate School of Management qt9878h0kn, Anderson Graduate School of Management, UCLA.
- Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2005. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," Discussion Papers 2005/13, Norwegian School of Economics, Department of Business and Management Science.
- Kjell G. Nyborg & Ulrich Bindseil & Ilya A. Strebulaev, 2005. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," Working Papers 2005.92, Fondazione Eni Enrico Mattei.
- Nyborg, Kjell & Strebulaev, Ilya & Bindseil, Ulrich, 2004. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," CEPR Discussion Papers 4367, C.E.P.R. Discussion Papers.
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"Declining valuations and equilibrium bidding in central bank refinancing operations,"
International Journal of Industrial Organization, Elsevier, vol. 28(1), pages 30-43, January.
- Cassola, N. & Ewerhart , C. & Valla, N., 2006. "Declining Valuations and Equilibrium Bidding Central Bank Refinancing Operations," Working papers 151, Banque de France.
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- Ewerhart, Christian & Cassola, Nuno & Valla, Natacha, 2006. "Declining valuations and equilibrium bidding in central bank refinancing operations," Working Paper Series 668, European Central Bank.
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"A positive theory of fixed-rate funds-supplying operations in an accommodative financial environment,"
Journal of International Money and Finance, Elsevier, vol. 32(C), pages 595-610.
- Junnosuke Shino, 2011. "A Positive Theory of Fixed-Rate Funds-Supplying Operations in an Accommodative Financial Environment," Bank of Japan Working Paper Series 11-E-4, Bank of Japan.
- Bindseil, Ulrich, 2002. "Equilibrium bidding in the Eurosystem's open market operations," Working Paper Series 137, European Central Bank.
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"Repo Auctions and the Market for Liquidity,"
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- Sébastien Kraenzlin & Martin Schlegel, 2012.
"Demand for Reserves and the Central Bank's Management of Interest Rates,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 148(IV), pages 531-555, December.
- Martin Schlegel & Prof. Dr. Sébastien P. Kraenzlin, 2009. "Demand for Reserves and the Central Bank's Management of Interest Rates," Working Papers 2009-15, Swiss National 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.
- 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.
- Sébastien Kraenzlin, 2007. "The characteristics and development of the Swiss franc repurchase agreement market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(2), pages 241-261, June.
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- Thomas J. Jordan & Peter Kugler, 2004. "Implementing Swiss Monetary Policy: Steering the 3M-Libor with Repo Transactions," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(III), pages 381-393, September.
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"The price of liquidity: bank characteristics and market conditions,"
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- Nyborg, Kjell & Fecht, Falko & Rocholl, Jörg, 2010. "The Price of Liquidity: Bank Characteristics and Market Conditions," CEPR Discussion Papers 7794, C.E.P.R. Discussion Papers.
- Ayuso, Juan & Repullo, Rafael, 2001.
"Why did the banks overbid? An empirical model of the fixed rate tenders of the European Central Bank,"
Journal of International Money and Finance, Elsevier, vol. 20(6), pages 857-870, November.
- Ayuso, J. & Repullo, R., 2001. "Why Did the Banks Overbid? An Empirical Model of the Fixed Rate Tenders of the European Cental Bank," Papers 0104, Centro de Estudios Monetarios Y Financieros-.
- Juan Ayuso & Rafael Repullo, 2001. "Why Did the Banks Overbid? An Empirical Model of the Fixed Rate Tenders of the European Cental Bank," Working Papers wp2001_0104, CEMFI.
- Juan Ayuso & Rafael Repullo, 2001. "Why Did the Banks Overbid? An Empirical Model of the Fixed Rate Tenders of the European Central Bank," Working Papers 0105, Banco de España.
- Linzert, Tobias & Nautz, Dieter & Breitung, Jorg, 2006. "Bidder behavior in central bank repo auctions: Evidence from the Bundesbank," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(3), pages 215-230, July.
- Kraenzlin, Sébastien & Schlegel, Martin, 2012.
"Bidding behavior in the SNB’s repo auctions,"
Journal of International Money and Finance, Elsevier, vol. 31(2), pages 170-188.
- Prof. Dr. Sébastien P. Kraenzlin & Martin Schlegel, 2009. "Bidding Behavior in the SNB's Repo Auctions," Working Papers 2009-14, Swiss National Bank.
- Linzert, Tobias & Nautz, Dieter & Bindseil, Ulrich, 2004. "The longer term refinancing operations of the ECB," Working Paper Series 359, European Central Bank.
- Giuseppe Bruno & Ernesto Maurizio Ordine & Antonio Scalia, 2005. "Banks� participation in the Eurosystem auctions and money market integration," Temi di discussione (Economic working papers) 562, Bank of Italy, Economic Research and International Relations Area.
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