scholarly journals Trading Ahead of Treasury Auctions

2017 ◽  
Author(s):  
Jean-David Sigaux
Keyword(s):  
Treasury Auctions

scholarly journals Return and Maturity Relationships for Treasury Auctions: Evidence from Turkey

2005 ◽  
Vol 26 (3) ◽  
pp. 385-419 ◽  
Author(s):  
Hakan Berument ◽  
Eray M. Yucel
Keyword(s):  
Treasury Auctions

scholarly journals Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions

2005 ◽  
Vol 60 (4) ◽  
pp. 1865-1902 ◽  
Author(s):  
MATTI KELOHARJU ◽  
KJELL G. NYBORG ◽  
KRISTIAN RYDQVIST
Keyword(s):  
Strategic Behavior ◽  
Uniform Price ◽  
Treasury Auctions

New Measures for Inflation Uncertainty and Disagreement from Treasury Auctions: Alternative to Surveys

2018 ◽  
Vol 54 (4) ◽  
pp. 881-900 ◽  
Author(s):  
Mustafa Haluk Güler ◽  
Tandoğan Polat
Keyword(s):  
Inflation Uncertainty ◽  
Treasury Auctions

scholarly journals Competition in Treasury Auctions

2016 ◽  
Author(s):  
Helmut Elsinger ◽  
Philipp Schmidt-Dengler ◽  
Christine Zulehner
Keyword(s):  
Treasury Auctions

Underpricing, Volatility and Demand in U.S. Treasury Auctions

2018 ◽  
Author(s):  
Patrick Herb
Keyword(s):  
Treasury Auctions

Intraday Pricing and Liquidity of Italian and German Treasury Auctions

2018 ◽  
Author(s):  
Mario Bellia
Keyword(s):  
Treasury Auctions

scholarly journals Price volatility in the secondary market and bidders’ heterogeneous behavior in Spanish Treasury auctions

2015 ◽  
Vol 50 (4) ◽  
pp. 1435-1466
Author(s):  
Francisco Alvarez ◽  
Cristina Mazón
Keyword(s):  
Price Volatility ◽  
Secondary Market ◽  
Treasury Auctions ◽  
Heterogeneous Behavior

Pre-auction inventory and bidding behavior: Evidence from Canadian Treasury auctions

2016 ◽  
Vol 30 ◽  
pp. 78-102 ◽  
Author(s):  
Kristian Rydqvist ◽  
Mark Wu
Keyword(s):  
Bidding Behavior ◽  
Treasury Auctions

The Effect of Treasury Auctions on 10-Year Treasury Note Futures

2019 ◽  
Author(s):  
Lee A. Smales
Keyword(s):  
Treasury Auctions

A theory of treasury auctions

2001 ◽  
Vol 20 (6) ◽  
pp. 743-767 ◽  
Author(s):  
Arupratan Daripa
Keyword(s):  
Treasury Auctions
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