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Volumn 53, Issue 2, 1998, Pages 755-772

An analysis of bidding in the Japanese Government Bond auctions

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Indexed keywords


EID: 0013096779     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.305342     Document Type: Article
Times cited : (16)

References (14)
  • 1
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    • Bikhchandani, S.1    Huang, C.-F.2
  • 2
    • 0041009881 scopus 로고
    • Bond Underwriters Association of Japan, 1995, Bond Review 471, 6-7.
    • (1995) Bond Review , vol.471 , pp. 6-7
  • 3
    • 84928437919 scopus 로고
    • Evidence of bidding strategies and the information in Treasury bill auctions
    • Cammack, Elizabeth, 1991, Evidence of bidding strategies and the information in Treasury bill auctions, Journal of Political Economy 99, 100-130.
    • (1991) Journal of Political Economy , vol.99 , pp. 100-130
    • Cammack, E.1
  • 4
    • 0001906340 scopus 로고
    • The interest rate process and the term structure of interest rates in Japan
    • Kenneth Singleton, ed.: University of Chicago Press, Chicago, Ill.
    • Campbell, John, and Yasushi Hamao, 1993, The interest rate process and the term structure of interest rates in Japan, in Kenneth Singleton, ed.: Japanese Monetary Policy (University of Chicago Press, Chicago, Ill.).
    • (1993) Japanese Monetary Policy
    • Campbell, J.1    Hamao, Y.2
  • 6
    • 0001132822 scopus 로고
    • Sealed bids, sunk costs and the process of competition
    • French, Kenneth, and Robert McCormick, 1984, Sealed bids, sunk costs and the process of competition, Journal of Business 57, 417-441.
    • (1984) Journal of Business , vol.57 , pp. 417-441
    • French, K.1    McCormick, R.2
  • 7
    • 84993661010 scopus 로고
    • Treasury auction bids and the Salomon squeeze
    • Jegadeesh, Narasimhan, 1993, Treasury auction bids and the Salomon squeeze, Journal of Finance 48, 1403-1419.
    • (1993) Journal of Finance , vol.48 , pp. 1403-1419
    • Jegadeesh, N.1
  • 8
    • 0012490282 scopus 로고
    • Modeling the term structure of interest rates in Japan
    • Kikugawa, Tadashi, and Kenneth Singleton, 1994, Modeling the term structure of interest rates in Japan, Journal of Fixed Income 4-2, 6-16.
    • (1994) Journal of Fixed Income , vol.4 , Issue.2 , pp. 6-16
    • Kikugawa, T.1    Singleton, K.2
  • 9
    • 0001757115 scopus 로고
    • A theory of auctions and competitive bidding
    • Milgrom, Paul, and Robert Weber, 1982, A theory of auctions and competitive bidding, Econometrica 50, 1089-1122.
    • (1982) Econometrica , vol.50 , pp. 1089-1122
    • Milgrom, P.1    Weber, R.2
  • 10
    • 0030243415 scopus 로고    scopus 로고
    • Discriminatory versus uniform Treasury auctions: Evidence from when-issued transactions
    • Nyborg, Kjell, and Suresh Sundaresan, 1996, Discriminatory versus uniform Treasury auctions: Evidence from when-issued transactions, Journal of Financial Economics 42, 63-104.
    • (1996) Journal of Financial Economics , vol.42 , pp. 63-104
    • Nyborg, K.1    Sundaresan, S.2
  • 12
    • 38149145646 scopus 로고
    • Markups, quantity risk, and bidding strategies at Treasury coupon auctions
    • Simon, David, 1994, Markups, quantity risk, and bidding strategies at Treasury coupon auctions, Journal of Financial Economics 35, 43-62.
    • (1994) Journal of Financial Economics , vol.35 , pp. 43-62
    • Simon, D.1
  • 13
    • 0001195686 scopus 로고
    • An empirical study of the Mexican Treasury bill auction
    • Umlauf, Steven, 1993, An empirical study of the Mexican Treasury bill auction, Journal of Financial Economics 33, 313-340.
    • (1993) Journal of Financial Economics , vol.33 , pp. 313-340
    • Umlauf, S.1
  • 14
    • 0000095552 scopus 로고
    • A heteroskedasticity-consistent covariance matrix estimator and direct tests for heteroskedasticity
    • White, Halbert, 1980, A heteroskedasticity-consistent covariance matrix estimator and direct tests for heteroskedasticity, Econometrica 48, 817-838.
    • (1980) Econometrica , vol.48 , pp. 817-838
    • White, H.1


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