Search Results - subject:"Repo auction" - EconBiz

How (Not) to Sell Money

Daripa, Arup - Birkbeck, Department of Economics, Mathematics & Statistics - 2005

A repo auction is a multi-unit common value auction in which bidders submit demand functions. Such auctions are used by … paper, we analyze a repo auction with a uniform pricing rule. We show that under a uniform pricing rule, the usual intuition …

Persistent link: https://www.econbiz.de/10005509616

Multiple Unit Auctions and Short Squeezes

Nyborg, Kjell G.; Strebulaev, Ilya A. - 2003

This paper develops a theory of multiple unit auctions with short squeezes in the post- auction market. This is especially relevant for financial and commodity markets where players may enter the auction with established forward positions. We study how a potential short squeeze impacts on...

Persistent link: https://www.econbiz.de/10011325052

Multiple Unit Auctions and Short Squeezes

Nyborg, Kjell G.; Strebulaev, Ilya A. - Fondazione ENI Enrico Mattei (FEEM) - 2003

This paper develops a theory of multiple unit auctions with short squeezes in the post- auction market. This is especially relevant for financial and commodity markets where players may enter the auction with established forward positions. We study how a potential short squeeze impacts on...

Persistent link: https://www.econbiz.de/10005385493

Multiple unit auctions and short squeezes

Nyborg, Kjell G.; Strebulaev, Ilya A. - 2003

This paper develops a theory of multiple unit auctions with short squeezes in the post- auction market. This is especially relevant for financial and commodity markets where players may enter the auction with established forward positions. We study how a potential short squeeze impacts on...

Persistent link: https://www.econbiz.de/10011590998

Repo auction formats, bidders' behaviour and money market response in India

Singh, Bhupal; Dhal, Sarat C. - Volkswirtschaftliche Fakultät, … - 1998

The treasury securities repo-auction is an important instrument for central banks in managing liquidity and sending …

Persistent link: https://www.econbiz.de/10005617016

How (Not) to Sell Money

Daripa, Arup - EconWPA - 2005

A repo auction is a multi-unit common value auction in which bidders submit demand functions. Such auctions are used by … paper, we analyze a repo auction with a uniform pricing rule. We show that under a uniform pricing rule, the usual intuition …

Persistent link: https://www.econbiz.de/10005124996

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