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Volumn 20, Issue 6, 2001, Pages 839-856

The empirical performance of the ECB's repo auctions: Evidence from aggregated and individual bidding data

Author keywords

D44; E52; European Central Bank; Fixed rate tender; Monetary policy instruments

Indexed keywords


EID: 0042140520     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(01)00025-0     Document Type: Article
Times cited : (18)

References (15)
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  • 2
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    • Arellano M., Bond S. Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies. 58:1991;277-297.
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    • Arellano, M.1    Bond, S.2
  • 4
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    • The switch to variable rate tenders in the main refinancing operations
    • ECB
    • ECB, 2000. The switch to variable rate tenders in the main refinancing operations. Monthly Bulletin of the European Central Bank July, 37-42.
    • (2000) Monthly Bulletin of the European Central Bank July , pp. 37-42
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    • Large sample properties of generalized method of moments estimators
    • Hansen L.P. Large sample properties of generalized method of moments estimators. Econometrica. 50:1982;1029-1054.
    • (1982) Econometrica , vol.50 , pp. 1029-1054
    • Hansen, L.P.1
  • 9
    • 0003559593 scopus 로고
    • Cambridge: Cambridge University Press
    • Hsiao C. Analysis of Panel Data. 1986;Cambridge University Press, Cambridge.
    • (1986) Analysis of Panel Data
    • Hsiao, C.1
  • 11
    • 0031540714 scopus 로고    scopus 로고
    • How auctions reveal information: A case study on German repo rates
    • Nautz D. How auctions reveal information: a case study on German repo rates. Journal of Money, Credit, and Banking. 29:1997;17-25.
    • (1997) Journal of Money, Credit, and Banking , vol.29 , pp. 17-25
    • Nautz, D.1
  • 13
    • 0031287123 scopus 로고    scopus 로고
    • Bid shading and risk aversion in multi-unit auctions with many bidders
    • Nautz D., Wolfstetter E. Bid shading and risk aversion in multi-unit auctions with many bidders. Economics Letters. 56:1997;195-200.
    • (1997) Economics Letters , vol.56 , pp. 195-200
    • Nautz, D.1    Wolfstetter, E.2
  • 14
    • 0000604269 scopus 로고
    • Biases in dynamic models with fixed effects
    • Nickell S. Biases in dynamic models with fixed effects. Econometrica. 49:1981;1417-1426.
    • (1981) Econometrica , vol.49 , pp. 1417-1426
    • Nickell, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.