We wish to thank the ECB's Front Office Division for providing secondary market data and Jean-Louis Schirmann for helpful discussions on the microstructure of the euro area money market. We wish to thank two anonymous referees as well as the editor, Deborah Lucas, for helpful comments and suggestions. We also wish to thank Philipp Hartmann, Harry Paarsch, Witold Rutkowski, Kristian Rydqvist, Anderson Silva, as well as seminar participants at Arizona State University, Carnegie Mellon, Cass Business School, European Central Bank, Hebrew University of Jerusalem, Norges Bank (Norwegian Central Bank), Norwegian School of Economics and Business Administration (NHH), Norwegian School of Management (BI), University of California–Los Angeles, University of California–San Diego, University of North Carolina, Tel Aviv, Zürich, and the following conferences, American Finance Association (Washington, DC, 2003), Auctions and Market Design (Fondazione Eni Enrico Mattei, Milan, September 2003), European Finance Association (Berlin, 2002), for comments and suggestions. Nyborg would like to thank the Directorate General Research for its invitation to a research stay in the autumn of 2001. Strebulaev would like to thank the ECB for the opportunity to visit it for the purpose of this research project.
Repo Auctions and the Market for Liquidity
Article first published online: 15 SEP 2009
© 2009 The Ohio State University
Journal of Money, Credit and Banking
Volume 41, Issue 7, pages 1391–1421, October 2009
How to Cite
BINDSEIL, U., NYBORG, K. G. and STREBULAEV, I. A. (2009), Repo Auctions and the Market for Liquidity. Journal of Money, Credit and Banking, 41: 1391–1421. doi: 10.1111/j.1538-4616.2009.00261.x
- Issue published online: 15 SEP 2009
- Article first published online: 15 SEP 2009
- Received December 14, 2006; and accepted in revised form March 2, 2009.
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