Trading ahead of treasury auctions
Year of publication: |
2018
|
---|---|
Authors: | Sigaux, Jean-David |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | anticipated supply shocks | supply risk | Treasury auctions | market making |
Series: | ECB Working Paper ; 2208 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-899-3313-1 |
Other identifiers: | 10.2866/19937 [DOI] 1041387598 [GVK] hdl:10419/208242 [Handle] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
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Trading ahead of treasury auctions
Sigaux, Jean-David, (2018)
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