Jesper Hanson

University of Amsterdam

Spui 21

Amsterdam, 1018 WB

Netherlands

Dutch Ministry of Finance

Netherlands

SCHOLARLY PAPERS

3

DOWNLOADS

87

SSRN CITATIONS

12

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 39 (556,015)

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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

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
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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 39 (556,015)

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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

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

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 (814,003)
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