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~person:"Kastl, Jakub"
~person:"Brandt, Michael W."
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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ECONIS (ZBW)
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Bid shading and bidder surplus in the U.S. Treasury auction system
Hortaçsu, Ali
;
Kastl, Jakub
;
Zhang, Allen
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2017
Persistent link: https://www.econbiz.de/10011773006
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2
Time-consistent no-arbitrage models of the term structure
Brandt, Michael W.
;
Yaron, Amir
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2003
Persistent link: https://www.econbiz.de/10001731395
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3
Price discovery in the U.S. treasury market : the impact of orderflow and liquidity on the yield curve
Brandt, Michael W.
;
Kavajecz, Kenneth A.
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2003
Persistent link: https://www.econbiz.de/10001738938
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4
The effect of macroeconomic news on beliefs and preferences : evidence from the options market
Beber, Alessandro
;
Brandt, Michael W.
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2003
Persistent link: https://www.econbiz.de/10001790830
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