On the optimality of Treasury Bill auctions

DOI10.1016/0165-1765(95)00676-7MaRDI QIDQ672625zbMATH OpenOpenAlexFDO

Authors Flavio M. Menezes

Publication date 28 February 1997

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(95)00676-7

zbMATH Keywords

Revenue maximizationTreasury Bill auctionsunique pure strategy Nash equilibrium

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Recommendations

• Treasury bill auctions: do bidders' cost of funds and winning probability matter?
• Auctioning divisible goods
• Information, stochastic dominance and bidding: the case of treasury auctions
• Sequentially optimal auctions

Cites work

• scientific article; zbMATH DE number 44398 (Why is no real title available?)
• The Existence of Equilibrium in Discontinuous Economic Games, I: Theory

Cited in

(4)

• Treasury bill auctions: do bidders' cost of funds and winning probability matter?
• Location-based techniques for the synergy approximation in combinatorial transportation auctions
• A theory of value with nonlinear prices. Equilibrium analysis beyond vector lattices
• Restaurant revenue management through combinatorial auctions

This page was built for publication: On the optimality of Treasury Bill auctions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q672625)