Essays on auctions in financial markets

<p>This thesis comprises four chapters on the topics of bidding behaviour and welfare in auctions in financial markets. The first chapter examines the behaviour of participants in the Bank of England’s liquidity auctions. It provides a method to compare the performance of alternative models of...

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Bibliographic Details
Main Author: Grace, C
Other Authors: Klemperer, P
Format: Thesis
Language:English
Published: 2023