Existence of equilibrium in a discriminatory price auction
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- Menezes F. M. & Monteiro, P. K., 1996. "Existence of equilibrium in a descriminatory price auction," Mathematical Social Sciences, Elsevier, vol. 31(1), pages 60-61, February.
References listed on IDEAS
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- V. V. Chari & Robert J. Weber, 1992. "How the U.S. Treasury should auction its debt," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 16(Fall), pages 3-12.
- Diana Dumitru & Edward J. Stevens, 1992. "Auctioning treasury securities," Economic Commentary, Federal Reserve Bank of Cleveland, issue Jun.
- Henry Goldstein, 1962. "The Friedman Proposal for Auctioning Treasury Bills," Journal of Political Economy, University of Chicago Press, vol. 70(4), pages 386-386.
- Back, Kerry & Zender, Jaime F, 1993. "Auctions of Divisible Goods: On the Rationale for the Treasury Experiment," The Review of Financial Studies, Society for Financial Studies, vol. 6(4), pages 733-764.
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Cited by:
- Francisco Álvarez & Cristina Mazón, 2002. "Treasury actions: The Spanish format," Documentos de Trabajo del ICAE 0228, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Ewerhart, Christian & Cassola, Nuno & Valla, Natacha, 2010.
"Declining valuations and equilibrium bidding in central bank refinancing operations,"
International Journal of Industrial Organization, Elsevier, vol. 28(1), pages 30-43, January.
- Cassola, N. & Ewerhart , C. & Valla, N., 2006. "Declining Valuations and Equilibrium Bidding Central Bank Refinancing Operations," Working papers 151, Banque de France.
- Christian Ewerhart & Nuno Cassola & Natacha Valla, 2007. "Declining Valuations And Equilibrium Bidding In Central Bank Refinancing Operations," Swiss Finance Institute Research Paper Series 07-22, Swiss Finance Institute.
- Ewerhart, Christian & Cassola, Nuno & Valla, Natacha, 2006. "Declining valuations and equilibrium bidding in central bank refinancing operations," Working Paper Series 668, European Central Bank.
- Page Jr., F.H., 1997. "Existence of Optimal Auctions in General Environments," Other publications TiSEM 258e7c42-1fc1-41d2-aafb-4, Tilburg University, School of Economics and Management.
- Paulo B. Goes & Gilbert G. Karuga & Arvind K. Tripathi, 2010. "Understanding Willingness-to-Pay Formation of Repeat Bidders in Sequential Online Auctions," Information Systems Research, INFORMS, vol. 21(4), pages 907-924, December.
- Hans Haller & Yvan Lengwiler, 1998. "A discrete model of discriminatory price auctions - an alternative to Menezes-Monteiro," Finance and Economics Discussion Series 1998-08, Board of Governors of the Federal Reserve System (U.S.).
- Page Jr., Frank H., 1998.
"Existence of optimal auctions in general environments,"
Journal of Mathematical Economics, Elsevier, vol. 29(4), pages 389-418, May.
- Page Jr., F.H., 1997. "Existence of Optimal Auctions in General Environments," Discussion Paper 1997-28, Tilburg University, Center for Economic Research.
- Raphaële Préget, 2004. "Adjudications des valeurs du Trésor," Revue Française d'Économie, Programme National Persée, vol. 18(4), pages 63-110.
- Aliprantis, Charalambos D. & Tourky, Rabee & Yannelis, Nicholas C., 2001. "A Theory of Value with Non-linear Prices: Equilibrium Analysis beyond Vector Lattices," Journal of Economic Theory, Elsevier, vol. 100(1), pages 22-72, September.
- Yvan Lengwiler, 1999.
"The multiple unit auction with variable supply,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 14(2), pages 373-392.
- Yvan Lengwiler, 1998. "The multiple unit auction with variable supply," Finance and Economics Discussion Series 1998-28, Board of Governors of the Federal Reserve System (U.S.).
- Alvarez, Francisco & Mazon, Cristina, 2007. "Comparing the Spanish and the discriminatory auction formats: A discrete model with private information," European Journal of Operational Research, Elsevier, vol. 179(1), pages 253-266, May.
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