Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions
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DOI: 10.1016/j.jempfin.2020.05.005
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Cited by:
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- Irfan Cercil & Cem Ali Gokcen & Sule Senel Tabak, 2024. "Insights into Auction Dynamics: Exploring Drivers of Market Demand in Turkish Government Domestic Bond Auctions," CBT Research Notes in Economics 2409, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
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More about this item
Keywords
Eurozone public debt auctions; Bid-to-cover; Maturity; Demand; Supply; Yield; Volatility;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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