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Central Bank Auctions

  • Abbassi, P., Nautz, D.: Monetary transmission right from the start: On the information content of the Eurosystem’s main refinancing operations, North American Journal of Economics and Finance, 23(2012), 54-69, link.
  • Linzert, T., Nautz, D., Bindseil, U.: Bidding Behavior in the Longer Term Refinancing Operations of the European Central Bank: Evidence from a Panel Sample Selection Model, Journal of Banking and Finance, May 2007, 31(5): 1521-1543.
  • Linzert, T, Nautz, D., Breitung, J.: Bidder Behavior in Central Bank Repo Auctions: Evidence from the Bundesbank, Journal of International Financial Markets, Institutions and Money, July 2006, 16(3): 215-230.
  • Nautz, D., Oechssler, J.: Overbidding in Fixed Rate Tenders – An Empirical Assessment of Alternative Explanations, European Economic Review, April 2006, 50(3): 631-646.
  • Nautz, D., Oechssler, J.: The Repo Auctions of the European Central Bank and the Vanishing Quota Puzzle. Scandinavian Journal of Economics, June 2003, 105(2): 207-220.
  • Breitung J., Nautz, D.: The Empirical Performance of the ECB's Repoauctions: Evidence from aggregated and individual bidding data. Journal of International Money and Finance, November 2001, 20(6): 839-856.
  • Nautz, D., Wolfstetter, E.: Bid Shading and Risk Aversion in Multi--Unit Auctions with Many Bidders, Economics Letters, 1997, 56(2): 195-200.
  • Nautz, D.: How Auctions Reveal Information: A Case Study on German REPO Rates. Journal of Money, Credit, and Banking, 1997, 29(1): 17-25.
  • Nautz, D.: Zur Feinsteuerung des Geldmarktes durch die Wertpapierpensionsgeschäfte der Bundesbank. Zeitschrift für Wirtschafts- und Sozialwissenschaften, 1995, 115(4): 622-44.
  • Nautz, D.: Optimal Bidding in Multi-Unit Auctions with Many Bidders. Economics Letters, 1995, 48(3): 301-06.
  • Nautz, D.: Der Zinstender bei den Wertpapierpensionsgeschäften der Deutschen Bundesbank. (Dissertation) Haag und Herchen Verlag, 1994.
Forschungsschwerpunkt Statistik und Ökonometrie
BDPEMS
Graduate Center of DIW Berlin
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