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Price effects of sovereign debt auctions in the euro-zone: The role of the crisis
16 references·1 citing·51 second hop
Price effects of sovereign debt auctions in the euro-zone: The role of the crisis (2014)Price effects of sovereign debt auctions …Price pressures (2014)Price pressuresAnticipated and Repeated Shocks in Liquid Markets (2013)Anticipated and Repeated Shoc…The Financial Market Impact of Quantitative Easing in the United Kingdom (2012)The Financial Market Impact o…The Aggregate Demand for Treasury Debt (2012)The Aggregate Demand for Trea…Spread the news: The impact of news on the European sovereign bond markets during the crisis (2012)Spread the news: The impact o…Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply (2012)Flow and stock effects of lar…The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)The Effects of Quantitative E…The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)The Effects of Quantitative E…The Financial Market Impact of Quantitative Easing (2010)The Financial Market Impact o…Flow and Stock Effects of Large-Scale Treasury Purchases (2010)Flow and Stock Effects of Lar…The bond/old-bond spread (2002)The bond/old-bond spreadDo Inventories Matter in Dealership Markets? Evidence from the London Stock Exchange (1998)Do Inventories Matter in Deal…Special Repo Rates: An Empirical Analysis (1997)Special Repo Rates: An Empiri…Special Repo Rates (1996)Special Repo RatesDiscriminatory versus uniform treasury auctions: Evidence from when-issued transactions (1996)Discriminatory versus uniform…The Dynamics of Dealer Markets Under Competition (1983)The Dynamics of Dealer Market…The Efforts of the International Financial Institutions in Fighting the COVID‑19 (2021)The Efforts of the Internatio…Martingales and arbitrage in multiperiod securities markets (1979)A Theory of the Term Structure of Interest Rates (1985)Dynamic Asset Pricing Theory. (1993)A Search‐Based Theory of the On‐the‐Run Phenomenon (2008)Sizing Up Repo (2014)Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) (2023)COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)The Cost of Transacting (1968)Information Effects on the Bid-Ask Spread (1983)Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information (1999)Liquidity and Asset Prices (2006)The Flash Crash: High‐Frequency Trading in an Electronic Market (2017)Are Government Bonds Net Wealth? (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Modeling Term Structures of Defaultable Bonds (1999)A Macroprudential Approach to Financial Regulation (2011)Monetary Policy as Financial Stability Regulation (2012)The Deposits Channel of Monetary Policy* (2017)Demand-Based Option Pricing (2005)The U.S. Treasury yield curve: 1961 to the present (2007)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2013)Bond Supply and Excess Bond Returns (2014)Capital flows to emerging market economies: A brave new world? (2014)A New Measure of Monetary Shocks: Derivation and Implications (2004)Debt, Deleveraging, and the Liquidity Trap: A Fisher-Minsky-Koo Approach* (2012)Fiscal Policy in a Depressed Economy (2012)Macroeconomic Shocks and Their Propagation (2016)Asset pricing and the bid-ask spread (1986)The Limits of Arbitrage (1995)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Chapter 15 Anomalies and market efficiency (2003)Valuation in Over-the-Counter Markets (2007)Limits of Arbitrage (2010)Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower BoundLiquidity Preference as Behavior Towards Risk (1958)Multivariate Simultaneous Generalized ARCH (1995)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)The Federal Reserve's Large‐scale Asset Purchase Programmes: Rationale and Effects (2012)International channels of the Fed's unconventional monetary policy (2014)A General Equilibrium Approach To Monetary Theory (1969)Four Stories of Quantitative Easing (2013)On the International Spillovers of US Quantitative Easing (2016)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)Intermediary Asset Pricing (2013)The Signaling Channel for Federal Reserve Bond Purchases (2013)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)The equity premium: A puzzle (1985)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)High-frequency quoting, trading, and the efficiency of prices (2015)The Economics of High-Frequency Trading: Taking Stock (2016)Retail trader sophistication and stock market quality: Evidence from brokerage outages (2022)
this work references cited by second hop

References

  • 2012The Aggregate Demand for Treasury Debt1,591 cited
  • 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy1,198 cited
  • 1983The Dynamics of Dealer Markets Under Competition783 cited
  • 2012Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply655 cited
  • 2002The bond/old-bond spread514 cited
  • 1996Special Repo Rates461 cited
  • 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy413 cited
  • 2012The Financial Market Impact of Quantitative Easing in the United Kingdom406 cited
  • 2010The Financial Market Impact of Quantitative Easing303 cited
  • 2014Price pressures291 cited
  • 2010Flow and Stock Effects of Large-Scale Treasury Purchases226 cited
  • 1996Discriminatory versus uniform treasury auctions: Evidence from when-issued transactions212 cited
  • 1997Special Repo Rates: An Empirical Analysis209 cited
  • 1998Do Inventories Matter in Dealership Markets? Evidence from the London Stock Exchange203 cited
  • 2013Anticipated and Repeated Shocks in Liquid Markets186 cited

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2012
Spread the news: The impact of news on the European sovereign bond markets during the crisis
156 cited

Cited by

  • 2021The Efforts of the International Financial Institutions in Fighting the COVID‑191 cited