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Intermediaries as Information Aggregators. (2015). Veldkamp, Laura ; Lucca, David ; Boyarchenko, Nina.
In: 2015 Meeting Papers.
RePEc:red:sed015:236.

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Cited: 4

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Cites: 22

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Coauthors: 0

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  1. Market Power and Welfare in Asymmetric Divisible Good Auctions. (2017). Vives, Xavier ; Manzano, Carolina.
    In: Working Papers.
    RePEc:urv:wpaper:2072/292436.

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  2. Market Power and Welfare in Asymmetric Divisible Good Auctions. (2017). Vives, Xavier ; Manzano, Carolina.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-1162.

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  3. Market Power and Welfare in Asymmetric Divisible Good Auctions. (2016). Vives, Xavier ; Manzano, Carolina.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11731.

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  4. Market Power and Welfare in Asymmetric Divisible Good Auctions. (2016). Vives, Xavier ; Manzano, Carolina.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6261.

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References

References cited by this document

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Cocites

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  1. The TIPS Liquidity Premium*. (2021). Riddell, Simon ; Andreasen, Martin M.
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  2. Italian Government debt liquidity, is it of value?. (2014). Maggi, Bernardo ; delle Chiaie, Simona.
    In: DSS Empirical Economics and Econometrics Working Papers Series.
    RePEc:sas:wpaper:20143.

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  3. Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserves asset purchase announcements. (2013). D'Amico, Stefania ; Li, Canlin ; Damico, Stefania ; Cahill, Michael E. ; Sears, John S..
    In: Finance and Economics Discussion Series.
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  4. The term structure of bond market liquidity conditional on the economic environment: An analysis of government guaranteed bonds. (2012). .
    In: Working Paper Series in Economics.
    RePEc:zbw:kitwps:45.

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  5. Put-Call Parity and Market Frictions. (2012). Marinacci, Massimo ; Cerreia-Vioglio, Simone ; Maccheroni, Fabio.
    In: Working Papers.
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  6. Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply. (2012). King, Thomas ; D'Amico, Stefania.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2012-44.

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  7. Global liquidity risk in the foreign exchange market. (2012). Sarno, Lucio ; Phylaktis, Kate ; Banti, Chiara.
    In: Journal of International Money and Finance.
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  8. The determinants of sovereign credit spread changes in the Euro-zone. (2012). Nunes, Joo Pedro ; Oliveira, Lus ; Curto, Jos Dias .
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  9. Anticipated and Repeated Shocks in Liquid Markets. (2011). ZHANG, JINFAN ; Yan, Hongjun ; Lou, Dong.
    In: FMG Discussion Papers.
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  10. Who makes on-the-run Treasuries special?. (2011). Graveline, Jeremy J. ; McBrady, Matthew R..
    In: Journal of Financial Intermediation.
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  11. Liquidity risk and expected corporate bond returns. (2011). Wang, Junbo ; Lin, Hai ; Wu, Chunchi.
    In: Journal of Financial Economics.
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  12. Was kosten Eurobonds?. (2011). Sinn, Hans-Werner ; Carstensen, Kai ; Berg, Tim.
    In: ifo Schnelldienst.
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  13. The impact of unconventional monetary policy on the market for collateral: The case of the French bond market. (2011). Idier, Julien ; Avouyi-Dovi, Sanvi.
    In: Working papers.
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  14. Illiquidity Premia in the Equity Options Market. (2011). Christoffersen, Peter ; Goyenko, Ruslan ; Karoui, Mehdi ; Jacobs, Kris.
    In: CREATES Research Papers.
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  15. The role of country, regional and global market risks in the dynamics of Latin American yield spreads. (2010). Schenk-Hoppé, Klaus ; Audzeyeva, Alena ; Schenk-Hoppe, Klaus Reiner.
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  16. How important is liquidity risk for sovereign bond risk premia? Evidence from the London stock exchange. (2010). Alquist, Ron.
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  18. The on-the-run liquidity phenomenon. (2009). Pasquariello, Paolo ; Vega, Clara .
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  21. Measuring and Analyzing the Liquidity of the Italian Treasury Security Wholesale Secondary Market. (2008). Coluzzi, Chiara ; Ginebri, Sergio ; Turco, Manuel.
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  23. How Does Liquidity Affect Government Bond Yields?. (2008). von Thadden, Ernst-Ludwig ; Pagano, Marco ; Favero, Carlo.
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