Bidder behavior in repo auctions without minimum bid rate: evidence from the Bundesbank
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
Dt. Bundesbank
2003
|
| Schriftenreihe: | Discussion paper / Economic Research Centre of the Deutsche Bundesbank
2003,13 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Zsfassung in dt. Sprache |
| Beschreibung: | 27 S. graph. Darst. |
| ISBN: | 3935821638 |
Internformat
MARC
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| 490 | 1 | |a Discussion paper / Economic Research Centre of the Deutsche Bundesbank |v 2003,13 | |
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Datensatz im Suchindex
| _version_ | 1804130268465856512 |
|---|---|
| adam_text | Contents
1 Introduction 1
2 Data and theoretical predictions 2
2.1 The bidding data 2
2.2 Variables and theoretical predictions 3
3 Empirical results 5
3.1 The participation decision of banks 5
3.2 The bid amount 8
4 Conclusions 11
References 13
List of Tables and Figures
Table 1: Distribution of Average Bid Volume 16
Table 2: Distribution of Number of Bids 16
Table 3: Participation Frequency 17
Table 4: Bank Types 17
Table 5: The Participation Decision of an
Individual Bank: A Panel Logit Analysis 18
Table 6: The Participation Decision of an Individual Bank with
Size Specific Regressors 19
Table 7: The Determinants of a Bank s Bid Amount:
A Panel Analysis 20
Table 8: The Determinants of a Bank s Bid Amount:
Tobit Model Estimation with Bank Size Specific Regressors 21
Figure 1: Interest rates in the German money market 15
|
| any_adam_object | 1 |
| author | Linzert, Tobias 1974- Nautz, Dieter Breitung, Jörg |
| author_GND | (DE-588)132016893 (DE-588)132839539 (DE-588)170635775 |
| author_facet | Linzert, Tobias 1974- Nautz, Dieter Breitung, Jörg |
| author_role | aut aut aut |
| author_sort | Linzert, Tobias 1974- |
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| building | Verbundindex |
| bvnumber | BV017463164 |
| classification_rvk | QB 910 QK 630 |
| ctrlnum | (OCoLC)53428930 (DE-599)BVBBV017463164 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV017463164 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:18:20Z |
| institution | BVB |
| isbn | 3935821638 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010521578 |
| oclc_num | 53428930 |
| open_access_boolean | |
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| physical | 27 S. graph. Darst. |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series2 | Discussion paper / Economic Research Centre of the Deutsche Bundesbank |
| spelling | Linzert, Tobias 1974- Verfasser (DE-588)132016893 aut Bidder behavior in repo auctions without minimum bid rate evidence from the Bundesbank Tobias Linzert ; Dieter Nautz ; Jörg Breitung Frankfurt am Main Dt. Bundesbank 2003 27 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Economic Research Centre of the Deutsche Bundesbank 2003,13 Zsfassung in dt. Sprache Deutsche Bundesbank (DE-588)1002465-7 gnd rswk-swf Refinanzierung (DE-588)4177329-9 gnd rswk-swf Zins (DE-588)4067845-3 gnd rswk-swf Deutsche Bundesbank (DE-588)1002465-7 b Refinanzierung (DE-588)4177329-9 s Zins (DE-588)4067845-3 s DE-604 Nautz, Dieter Verfasser (DE-588)132839539 aut Breitung, Jörg Verfasser (DE-588)170635775 aut Economic Research Centre of the Deutsche Bundesbank Discussion paper 2003,13 (DE-604)BV013545109 2003,13 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010521578&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Linzert, Tobias 1974- Nautz, Dieter Breitung, Jörg Bidder behavior in repo auctions without minimum bid rate evidence from the Bundesbank Deutsche Bundesbank (DE-588)1002465-7 gnd Refinanzierung (DE-588)4177329-9 gnd Zins (DE-588)4067845-3 gnd |
| subject_GND | (DE-588)1002465-7 (DE-588)4177329-9 (DE-588)4067845-3 |
| title | Bidder behavior in repo auctions without minimum bid rate evidence from the Bundesbank |
| title_auth | Bidder behavior in repo auctions without minimum bid rate evidence from the Bundesbank |
| title_exact_search | Bidder behavior in repo auctions without minimum bid rate evidence from the Bundesbank |
| title_full | Bidder behavior in repo auctions without minimum bid rate evidence from the Bundesbank Tobias Linzert ; Dieter Nautz ; Jörg Breitung |
| title_fullStr | Bidder behavior in repo auctions without minimum bid rate evidence from the Bundesbank Tobias Linzert ; Dieter Nautz ; Jörg Breitung |
| title_full_unstemmed | Bidder behavior in repo auctions without minimum bid rate evidence from the Bundesbank Tobias Linzert ; Dieter Nautz ; Jörg Breitung |
| title_short | Bidder behavior in repo auctions without minimum bid rate |
| title_sort | bidder behavior in repo auctions without minimum bid rate evidence from the bundesbank |
| title_sub | evidence from the Bundesbank |
| topic | Deutsche Bundesbank (DE-588)1002465-7 gnd Refinanzierung (DE-588)4177329-9 gnd Zins (DE-588)4067845-3 gnd |
| topic_facet | Deutsche Bundesbank Refinanzierung Zins |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010521578&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV013545109 |
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