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The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data
8 references·3 citing·31 second hop
The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data (2001)The empirical performance of the ECB's re…The Repo Auctions of the European Central Bank and the Vanishing Quota Puzzle* (2003)The Repo Auctions of the Euro…Analysis of Panel Data (2003)Analysis of Panel DataA Model of the open Market Operations of the European Central Bank (2003)A Model of the open Market Op…A Model of the Open Market Operations of the European Central Bank (2001)A Model of the Open Market Op…How Auctions Reveal Information: A Case Study on German REPO Rates (1997)How Auctions Reveal Informati…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…PRACTITIONERS’ CORNER: Computing Robust Standard Errors for Within‐groups Estimators * (1987)PRACTITIONERS’ CORNER: Comput…Biases in Dynamic Models with Fixed Effects (1981)Biases in Dynamic Models with…Declining valuations and equilibrium bidding in central bank refinancing operations (2009)Declining valuations and equi…Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations (2005)Bidding and Performance in Re…Banks' Participation in the Eurosystem Auctions and Money Market Integration (2003)Banks' Participation in the E…A Theory of Auctions and Competitive Bidding (1982)Generalized autoregressive conditional heteroskedasticity (1986)Large Shareholders and Corporate Control (1986)Collateral, Central Bank Repos, and Systemic Arbitrage (2016)Time‐Varying World Market Integration (1995)Econometric Analysis of Cross Section and Panel Data (2001)Bidding behavior in the longer term refinancing operations of the European Central Bank: Evidence from a panel sample selection model (2007)Bidding Behaviour in the ECB's Main Refinancing Operations during the Financial Crisis (2009)Specification Tests in Econometrics (1978)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Banks’ demand for reserves when future monetary policy is uncertain (1998)The Microstructure of the Euro Money Market (2001)Panel data and unobservable individual effects (1981)Panel Data and Unobservable Individual Effects (1981)The analysis of household surveys (1997)Cluster-Sample Methods in Applied Econometrics (2003)Common Errors: How to (and Not to) Control for Unobserved Heterogeneity (2012)A Program for Monetary Stability (1961)Supply Function Equilibria in Oligopoly under Uncertainty (1989)Disclosure, Liquidity, and the Cost of Capital (1991)Inflation and Reputation (1985)Auctions of Divisible Goods: On the Rationale for the Treasury Experiment (1993)The Daily Market for Federal Funds (1996)ASSET AUCTIONS, INFORMATION, AND LIQUIDITY (2010)Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach (2010)The EONIA spread before and during the crisis of 2007–2009: The role of liquidity and credit risk (2011)The Scarcity Value of Treasury Collateral: Repo-Market Effects of Security-Specific Supply and Demand Factors (2018)Initial conditions and moment restrictions in dynamic panel data models (1995)Unit root tests in panel data: asymptotic and finite-sample properties (2002)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)
this work references cited by second hop

References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1981Biases in Dynamic Models with Fixed Effects8,724 cited
  • 2003Analysis of Panel Data7,858 cited
  • 1987PRACTITIONERS’ CORNER: Computing Robust Standard Errors for Within‐groups Estimators *1,449 cited
  • 2003A Model of the open Market Operations of the European Central Bank61 cited
  • 2003The Repo Auctions of the European Central Bank and the Vanishing Quota Puzzle*42 cited
  • 1997How Auctions Reveal Information: A Case Study on German REPO Rates37 cited
  • 2001A Model of the Open Market Operations of the European Central Bank25 cited

Cited by

  • 2005Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations36 cited
  • 2003Banks' Participation in the Eurosystem Auctions and Money Market Integration32 cited
  • 2009Declining valuations and equilibrium bidding in central bank refinancing operations28 cited

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