Jesper Hanson

University of Amsterdam

Spui 21

Amsterdam, 1018 WB

Netherlands

Dutch Ministry of Finance

Netherlands

SCHOLARLY PAPERS

3

DOWNLOADS

77

SSRN CITATIONS

10

CROSSREF CITATIONS

0

Scholarly Papers (3)

The Maturity of Sovereign Debt Issuance in the Euro Area

Amsterdam Centre for European Studies Research Paper No. 2019/03
Number of pages: 53 Posted: 20 Jun 2019
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Faculty of Economics & Econometrics (FEE), University of Amsterdam and Tilburg University
Downloads 36 (511,488)

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maturity, euro-area public debt auctions, yield curve, liquidity services of short debt, risk aversion, expected repayment probability

The Maturity of Sovereign Debt Issuance in the Euro Area

CEPR Discussion Paper No. DP13729
Number of pages: 52 Posted: 13 May 2019 Last Revised: 24 Mar 2020
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Faculty of Economics & Econometrics (FEE), University of Amsterdam and Tilburg University
Downloads 5 (727,893)
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euro-area public debt auctions, expected repayment probability, liquidity services of short debt, Maturity, risk aversion, yield curve

Bid-to-Cover and Yield Changes Around Public Debt Auctions in the Euro Area

ECB Working Paper No. 2056
Number of pages: 49 Posted: 16 May 2017
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Faculty of Economics & Econometrics (FEE), University of Amsterdam and Tilburg University
Downloads 35 (527,397)

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public debt auctions, bid-to-cover ratios, primary and secondary markets, primary dealers, volatility

Bid-to-Cover and Yield Changes Around Public Debt Auctions in the Euro Area

CEPR Discussion Paper No. DP11932
Number of pages: 49 Posted: 27 Mar 2017
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Faculty of Economics & Econometrics (FEE), University of Amsterdam and Tilburg University
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Citation 3
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bid-to-cover ratios, primary and secondary markets, primary dealers, public debt auctions, volatility

3.

Domestic and Cross-Border Auction Cycle Effects of Sovereign Bond Issuance in the Euro Area

CEPR Discussion Paper No. DP11122
Number of pages: 58 Posted: 18 Apr 2016
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Faculty of Economics & Econometrics (FEE), Tilburg University and University of Amsterdam
Downloads 1 (735,824)
Citation 4
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auction cycles, auctions, crisis, cross-border effects, limited risk-bearing capacity, primary dealers, primary markets, public debt, secondary markets