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Liquidity Shocks, Market Maker Turnover, and Bidding Behavior in Treasury Auctions
Martin Gonzalez-Eiras
, Jesper Rudiger
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Dive into the research topics of 'Liquidity Shocks, Market Maker Turnover, and Bidding Behavior in Treasury Auctions'. Together they form a unique fingerprint.
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Keyphrases
Liquidity Shock
100%
Market Maker
100%
Turnover Behavior
100%
Treasury Auctions
100%
Bidding Behavior
100%
Liquidity
25%
Dynamic Setting
25%
Secondary Market
25%
Past Performance
25%
Dynamic Model
25%
Bid Data
25%
Treasury Bills
25%
Market Making
25%
Market Participation
25%
Liquidity Needs
25%
Institutional Context
25%
Central Bank Balance Sheet
25%
Economics, Econometrics and Finance
Bank Accounting
50%
Government Securities
50%