13-150/VI - Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis

• Authors
  Roel Beetsma, University of Amsterdam; Massimo Giuliodori, University of Amsterdam; Frank de Jong, Tilburg University; Daniel Widijanto, BNG Vermogensbeheer, The Hague
• Publication date
  September 23, 2013

• Keywords
  public debt, auctions, yield movements, euro-zone, crisis, Italy, Germany, event study, primary dealers, bid-to-cover ratio
• JEL
  G12, G18