Nourredine Lafhel - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T10:02:51+00:00Comparison of Auction Formats in Canadian Government Auctions
https://www.bankofcanada.ca/2009/01/working-paper-2009-5/
Using a rich sample of Canadian government securities auctions, we estimate the structural parameters of a share-auction model accounting for asymmetries across bidders. We find little evidence of asymmetries between participants at Canadian government nominal bond auctions.2009-01-01T16:15:54+00:00enComparison of Auction Formats in Canadian Government Auctions2009-01-01Debt managementFinancial marketsMarket structure and pricingWorking Paper 2009-5 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp09-5.pdfComparison of Auction Formats in Canadian Government AuctionsOlivier ArmantierNourredine LafhelJanuary 2009DD4D44D6D63GG2G28