Milena Wittwer

European University Institute

Villa Schifanoia

133 via Bocaccio

Firenze (Florence), Tuscany 50014

Italy

Stanford University

Stanford, CA 94305

United States

Boston College

140 Commonwealth Avenue

Chestnut Hill, MA 02467

United States

SCHOLARLY PAPERS

6

DOWNLOADS

646

SSRN CITATIONS

4

CROSSREF CITATIONS

3

Scholarly Papers (6)

1.

Connecting Disconnected Financial Markets?

Number of pages: 90 Posted: 03 Feb 2017 Last Revised: 22 Jun 2020
Milena Wittwer and Milena Wittwer
Stanford UniversityEuropean University Institute
Downloads 238 (175,902)
Citation 6

Abstract:

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market micro structure, divisible goods, multi-unit double auctions, trading

2.

Central Exchanges for Government Bonds? Evidence during COVID-19

Number of pages: 40 Posted: 20 Jul 2021 Last Revised: 20 Sep 2021
Ari Kutai, Daniel Nathan, Milena Wittwer and Milena Wittwer
Bank of Israel - Research Department, Bank of Israel and Stanford UniversityEuropean University Institute
Downloads 138 (282,462)

Abstract:

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Exchange, OTC markets, government bonds, liquidity, crisis

3.

Pay-As-Bid vs. First-Price Auctions: Similarities and Differences in Strategic Behavior

Number of pages: 35 Posted: 21 Mar 2017 Last Revised: 05 Aug 2018
Milena Wittwer and Milena Wittwer
Stanford UniversityEuropean University Institute
Downloads 117 (319,272)
Citation 1

Abstract:

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multi-unit auctions, share auctions, pay-as-bid auctions, first-price auctions

4.

Centralizing Over-the-Counter Markets?

Number of pages: 78 Posted: 19 Mar 2021 Last Revised: 03 Jan 2022
Milena Wittwer, Milena Wittwer and Jason Allen
Stanford UniversityEuropean University Institute and Government of Canada - Bank of Canada
Downloads 82 (401,335)

Abstract:

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OTC markets, platforms, demand estimation, government bonds

5.

Interconnected Pay-as-Bid Auctions

Number of pages: 36 Posted: 10 Sep 2018 Last Revised: 09 Jul 2019
Milena Wittwer and Milena Wittwer
Stanford UniversityEuropean University Institute
Downloads 57 (485,397)

Abstract:

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multi-unit auctions, divisible goods, aggregate uncertainty, substitutes

6.

Intermediary capitalization and asset demand

Number of pages: 47 Posted: 06 Apr 2022
Milena Wittwer and Milena Wittwer
Stanford UniversityEuropean University Institute
Downloads 14 (733,599)

Abstract:

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Financial intermediaries, asset demand, asset prices, government bonds, capital requirements, leverage ratios