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Sovereign debt auctions: Uniform or discriminatory?

Citations

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Cited by:

  1. Takehito Masuda & Ryo Mikami & Toyotaka Sakai & Shigehiro Serizawa & Takuma Wakayama, 2022. "The net effect of advice on strategy-proof mechanisms: an experiment for the Vickrey auction," Experimental Economics, Springer;Economic Science Association, vol. 25(3), pages 902-941, June.
  2. Edward Anderson & Pär Holmberg, 2023. "Multi-unit auctions with uncertain supply and single-unit demand," Working Papers EPRG2310, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  3. Angelo Ranaldo & Dr. Enzo Rossi, 2016. "Uniform-price auctions for Swiss government bonds: Origin and evolution," Economic Studies 2016-10, Swiss National Bank.
  4. Monostori, Zoltán, 2013. "Diszkriminatív áras és egyenáras aukciók [Discriminatory and uniform-price auctions]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 1048-1074.
  5. Kaplan, Todd R. & Zamir, Shmuel, 2015. "Advances in Auctions," Handbook of Game Theory with Economic Applications,, Elsevier.
  6. Takehito Masuda & Ryo Mikami & Toyotaka Sakai & Shigehiro Serizawa & Takuma Wakayama, 2020. "The net effect of advice on strategy-proof mechanisms: An experiment for the Vickrey auction," ISER Discussion Paper 1109, Institute of Social and Economic Research, Osaka University.
  7. Orly Sade & Roy Stein & Zvi Wiener, 2018. "Israeli Treasury Auction Reform," Israel Economic Review, Bank of Israel, vol. 16(1), pages 41-61.
  8. Harold Cole & Daniel Neuhann & Guillermo Ordoñez, 2016. "Information Spillovers in Sovereign Debt Markets," NBER Working Papers 22330, National Bureau of Economic Research, Inc.
  9. Oleksandr Kikot', 2015. "Classification of securities auctions," Ukrainian Journal Ekonomist, Yuriy Kovalenko, issue 12, pages 30-35, December.
  10. Joao Ayres & Gaston Navarro & Juan Pablo Nicolini & Pedro Teles, 2019. "Self-Fulfilling Debt Crises with Long Stagnations," Working Papers 757, Federal Reserve Bank of Minneapolis.
  11. Manzano, Carolina & Vives, Xavier, 2021. "Market power and welfare in asymmetric divisible good auctions," Theoretical Economics, Econometric Society, vol. 16(3), July.
  12. Harold Cole & Daniel Neuhann & Guillermo Ordonez, 2022. "Information Spillovers and Sovereign Debt: Theory Meets the Eurozone Crisis," PIER Working Paper Archive 22-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  13. Sudip Gupta & Rangarajan K. Sundaram & Suresh Sundaresan, 2021. "Underwriting Government Debt Auctions: Auction Choice and Information Production," Management Science, INFORMS, vol. 67(5), pages 3127-3149, May.
  14. Takehito Masuda & Ryo Mikami & Toyotaka Sakai & Shigehiro Serizawa & Takuma Wakayama, 2020. "The net effect of advice on strategy-proof mechanisms: An experiment for the Vickrey auction," ISER Discussion Paper 1109r, Institute of Social and Economic Research, Osaka University, revised May 2021.
  15. Takahiro Hattori & Shogo Takahashi, 2021. "Discriminatory versus uniform auctions:Evidence from JGB market," Discussion papers ron344, Policy Research Institute, Ministry of Finance Japan.
  16. Bernhard Kasberger & Kyle Woodward, 2021. "Bidding in Multi-Unit Auctions under Limited Information," Papers 2112.11320, arXiv.org, revised Apr 2023.
  17. Guillermo Ordonez & Daniel Neuhann & Harold Cole, 2017. "A Walrasian Theory of Sovereign Debt Auctions with Asymmetric Information," 2017 Meeting Papers 787, Society for Economic Dynamics.
  18. Klenio Barbosa & Dakshina De Silva & Liyu Yang & Hisayuki Yoshimoto, 2019. "Auction Mechanisms and Treasury Revenue," Working Papers 267027285, Lancaster University Management School, Economics Department.
  19. Marszalec, Daniel, 2017. "The impact of auction choice on revenue in treasury bill auctions – An empirical evaluation," International Journal of Industrial Organization, Elsevier, vol. 53(C), pages 215-239.
  20. César Martinelli & Jianxin Wang & Weiwei Zheng, 2023. "Competition with indivisibilities and few traders," Experimental Economics, Springer;Economic Science Association, vol. 26(1), pages 78-106, March.
  21. Congjun Rao & Yong Zhao & Junjun Zheng & Mark Goh & Cheng Wang, 2017. "Bidding Behavior and Equilibrium Excursion of Uniform Price Auction Mechanism," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(06), pages 1-17, December.
  22. Hagen, Martin, 2023. "Collusion-proof mechanisms for multi-unit procurement," Games and Economic Behavior, Elsevier, vol. 138(C), pages 281-298.
  23. Klenio Barbosa & Dakshina De Silva & Liyu Yang & Hisayuki Yoshimoto, 2020. "Bond Losses and Systemic Risk," Working Papers 288072615, Lancaster University Management School, Economics Department.
  24. Toshihiro Tsuchihashi, 2021. "A buyout option alleviates implicit collusion in uniform‐price auctions," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(5), pages 1146-1155, July.
  25. Weber, Matthias & Duffy, John & Schram, Arthur, 2024. "Regulation and the demand for credit default swaps in experimental bond markets," European Economic Review, Elsevier, vol. 165(C).
  26. Eduardo Anthony G. Marino III & Daniel Marszalec, 2020. "Auction Performance, Strategic Supply Management, and Bidder Behavior in Treasury Bill Auctions: Evidence from the Philippines," CIRJE F-Series CIRJE-F-1138, CIRJE, Faculty of Economics, University of Tokyo.
  27. Pycia, Marek & Woodward, Kyle, 2021. "Auctions of Homogeneous Goods: A Case for Pay-as-Bid," CEPR Discussion Papers 15656, C.E.P.R. Discussion Papers.
  28. Kastl, Jakub, 2012. "On the properties of equilibria in private value divisible good auctions with constrained bidding," Journal of Mathematical Economics, Elsevier, vol. 48(6), pages 339-352.
  29. Francisco Alvarez & Cristina Mazón, 2012. "Multi-unit auctions with private information: an indivisible unit continuous price model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 51(1), pages 35-70, September.
  30. Pamela Cardozo, 2013. "Bidders’ Behaviour in Government Securities Auctions: A case study for Colombia," Borradores de Economia 760, Banco de la Republica de Colombia.
  31. Takehito Masuda & Toyotaka Sakai & Shigehiro Serizawa & Takuma Wakayama, 2019. "A Strategy-Proof Mechanism Should Be Announced to Be Strategy-Proof: An Experiment for the Vickrey Auction," ISER Discussion Paper 1048r, Institute of Social and Economic Research, Osaka University, revised Nov 2019.
  32. Balmford, Ben & Collins, Joseph & Day, Brett & Lindsay, Luke & Peacock, James, 2023. "Pricing rules for PES auctions: Evidence from a natural experiment," Journal of Environmental Economics and Management, Elsevier, vol. 122(C).
  33. Wittwer, Milena, 2020. "Interconnected pay-as-bid auctions," Games and Economic Behavior, Elsevier, vol. 121(C), pages 506-530.
  34. Pamela Cardozo, 2013. "Bidders´ Behaviour in Government Securities Auctions: A case study for Colombia," Borradores de Economia 10501, Banco de la Republica.
  35. Yotam Gafni & Aviv Yaish, 2022. "Discrete & Bayesian Transaction Fee Mechanisms," Papers 2210.07793, arXiv.org, revised May 2024.
  36. Mariño, Eduardo Anthony G. & Marszalec, Daniel, 2023. "Strategic supply management and mechanism choice in government debt auctions: An empirical analysis from the Philippines," Journal of Banking & Finance, Elsevier, vol. 154(C).
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