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Central counterparty auction design. (2017). Ferrara, Gerardo ; Li, Xin.
In: Bank of England working papers.
RePEc:boe:boeewp:0669.

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Cited: 5

Citations received by this document

Cites: 15

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Cocites: 50

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Coauthors: 0

Authors who have wrote about the same topic

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Citations received by this document

  1. CCP Auction Design. (2021). Huang, Wenqian ; Zhu, Haoxiang.
    In: BIS Working Papers.
    RePEc:bis:biswps:938.

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  2. Central Counterparty Auctions and Loss Allocation. (2019). Oleschak, Robert.
    In: Working Papers.
    RePEc:snb:snbwpa:2019-06.

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  3. Criptoactivos: análisis y revisión de literatura. (2019). Parra-Polanía, Julián ; León, Carlos ; Gómez-Pineda, Javier ; suarez -Eduardo, Nicolas ; osorio -Daniel, Daniel ; leon -Clara, Carlos ; gomez -Javier, Jose E ; arango -Joaquin, Carlos.
    In: Revista ESPE - Ensayos Sobre Política Económica.
    RePEc:col:000107:017629.

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  4. Criptoactivos: análisis y revisión de literatura. (2019). Parra-Polanía, Julián ; León, Carlos ; Gomez-Gonzalez, Jose ; Gómez-Pineda, Javier ; Yanquen, Eduardo ; Suarez, Nicolas ; Rojas, Daniel ; Osorio, Daniel ; Machado, Clara ; Bernal, Joaquin ; Arango, Carlos .
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:y:2019:i:92:p:1-37.

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  5. An ecosystem services framework to evaluate indigenous and local peoples’ connections with nature. (2018). Sangha, Kamaljit K ; Ramakrishnan, P S ; Warmenhoven, Tui ; Paudyal, Kiran ; Kegamba, Juma J ; Villarreal-Rosas, Jaramar ; Preece, Luke.
    In: Ecosystem Services.
    RePEc:eee:ecoser:v:31:y:2018:i:pa:p:111-125.

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References

References cited by this document

  1. BIS, Recovery of financial market infrastructures, October, 2014. BIS, Principles for Financial Market Infrastructures, April, 2012.
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  2. Che, Y., and Gale, I., Expected revenue of all-pay auctions and first-price sealed-bid auctions with budget constraints, Economics Letters, Vol. 50, pages 373-379, 1996.

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  5. ISDA, A Note on the Impossibility of Correctly Calibrating the Current Exposure Method for Large OTC Derivatives Portfolios, 2011.
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  6. Klemperer, P., Auctions: Theory and Practice, Princeton University Press, Chapter 1, Section 1.5, pages 19-20, 2004.

  7. Klemperer, P., What really matters in auction design, Journal of Economic Perspectives, Vol. 16 (1), pages 169-189, 2002.

  8. Mead, Walter J., Natural Resource Disposal Policy: Oral Auction Versus Sealed Bids, Natural Resources Journal, Vol. 7, pages 195-224, 1987.
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  9. Milgrom, P. R., Putting Auction Theory to Work, Cambridge University Press, 2004.

  10. Paddrik, M., Rajan, S., and Young, H. P., Contagion in the CDS Market, Woking Paper, 2016 Pesendorfer, M., A Study of Collusion in First-Price Auctions, Review of Economic Studies, Vol. 67, pages 381-411, 2000.

  11. Pirrong, C., The Economics of Central Clearing: Theory and Practice, ISDA Discussion Paper Series, No. 1, 2011.
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  12. Porter, H. R., Detecting Collusion, Review of Industrial Organization, Vol. 26, pages 147-167, 2005.

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  14. Sourbes, C., CCPs confront the difficult maths of default management, Rism Magazine, 2015.
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  15. Vickrey, W., Counterspeculation, Auctions and Competitive Sealed Tenders, Journal of Finance, pages 8-37, 1961. 34 Staff Working Paper No. 669 August

Cocites

Documents in RePEc which have cited the same bibliography

  1. Revenue-capped efficient auctions. (2018). Shirata, Yasuhiro ; Yamashita, Takuro ; Muto, Nozomu.
    In: TSE Working Papers.
    RePEc:tse:wpaper:32883.

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  2. Pareto optimal budgeted combinatorial auctions. (2018). Le, Phuong.
    In: Theoretical Economics.
    RePEc:the:publsh:2489.

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  3. Do Financial Constraints Cool a Housing Boom?. (2018). Stacey, Derek ; Sand, Benjamin ; Lutz, Chandler ; Han, LU.
    In: Working Papers.
    RePEc:rye:wpaper:wp073.

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  4. Asymmetric Budget Constraints in a First Price Auction. (2018). Bobkova, Nina.
    In: MPRA Paper.
    RePEc:pra:mprapa:88628.

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  5. Land Auctions with Budget Constraints. (2018). Shen, Jianfu ; Chau, K W ; Pretorius, Frederik.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:56:y:2018:i:3:d:10.1007_s11146-017-9618-z.

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  6. Liquidity risk in sequential trading networks. (2018). Leister, Matthew C ; Kotowski, Maciej Henryk ; Kariv, Shachar.
    In: Scholarly Articles.
    RePEc:hrv:hksfac:35165081.

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  7. Liquidity risk in sequential trading networks. (2018). Leister, Christian ; Kariv, Shachar ; Kotowski, Maciej H.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:109:y:2018:i:c:p:565-581.

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  8. Auction design without quasilinear preferences. (2017). Baisa, Brian .
    In: Theoretical Economics.
    RePEc:the:publsh:1951.

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  9. Mechanisms for combinatorial auctions with budget constraints. (2017). Le, Phuong.
    In: Review of Economic Design.
    RePEc:spr:reecde:v:21:y:2017:i:1:d:10.1007_s10058-016-0188-y.

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  10. An experiment on auctions with endogenous budget constraints. (2017). Filiz-Ozbay, Emel ; Burkett, Justin ; Ausubel, Lawrence M.
    In: Experimental Economics.
    RePEc:kap:expeco:v:20:y:2017:i:4:d:10.1007_s10683-017-9520-9.

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  11. Endogenous budget constraints. (2017). Hummel, Patrick.
    In: Mathematical Social Sciences.
    RePEc:eee:matsoc:v:88:y:2017:i:c:p:11-15.

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  12. Auctions vs. fixed pricing: Competing for budget constrained buyers. (2017). Selcuk, Cemil.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:103:y:2017:i:c:p:262-285.

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  13. Central counterparty auction design. (2017). Ferrara, Gerardo ; Li, Xin.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0669.

    Full description at Econpapers || Download paper

  14. Optimally constraining a bidder using a simple budget. (2016). Burkett, Justin.
    In: Theoretical Economics.
    RePEc:the:publsh:1745.

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  15. An ascending multi-item auction with financially constrained bidders. (2016). van der Laan, Gerard ; Yang, Zaifu.
    In: jMID articles.
    RePEc:jmi:articl:jmi-v1i1a4.

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  16. Optimal auctions with endogenous budgets. (2016). Rabinovich, Stanislav ; Baisa, Brian .
    In: Economics Letters.
    RePEc:eee:ecolet:v:141:y:2016:i:c:p:162-165.

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  17. Mechanisms for Combinatorial Auctions with Budget Constraints. (2015). Le, Phuong.
    In: MPRA Paper.
    RePEc:pra:mprapa:66292.

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  18. Endogenous budget constraints in auctions. (2015). Burkett, Justin.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:158:y:2015:i:pa:p:1-20.

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  19. The dynamics of bidding markets with financial constraints. (2015). Hernando-Veciana, Angel ; Beker, Pablo.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:155:y:2015:i:c:p:234-261.

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  20. Advances in Auctions. (2015). Zamir, Shmuel ; Kaplan, Todd R..
    In: Handbook of Game Theory with Economic Applications.
    RePEc:eee:gamchp:v:4:y:2015:i:c:p:381-453.

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  21. Modified VCG Mechanisms in Combinatorial Auctions with Budget Constraints. (2014). Le, Phuong.
    In: MPRA Paper.
    RePEc:pra:mprapa:66384.

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  22. Advances in Auctions. (2014). Zamir, Shmuel ; Kaplan, Todd.
    In: MPRA Paper.
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  23. Optimal Design for Multi-Item Auctions: A Robust Optimization Approach. (2014). Bandi, Chaithanya ; Bertsimas, Dimitris.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:39:y:2014:i:4:p:1012-1038.

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  24. Advances in Auctions. (2014). Zamir, Shmuel ; Kaplan, Todd.
    In: Discussion Paper Series.
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  25. On the continuous equilibria of affiliated-value, all-pay auctions with private budget constraints. (2014). Li, Fei ; Kotowski, Maciej Henryk .
    In: Scholarly Articles.
    RePEc:hrv:hksfac:11718166.

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  26. Advances in Auctions. (2014). Zamir, Shmuel ; Kaplan, Todd.
    In: Discussion Papers.
    RePEc:exe:wpaper:1405.

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  27. Procurement and predation: Dynamic sourcing from financially constrained suppliers. (2014). Arve, Malin.
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:120:y:2014:i:c:p:157-168.

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  28. On the continuous equilibria of affiliated-value, all-pay auctions with private budget constraints. (2014). Li, Fei ; Kotowski, Maciej H..
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:85:y:2014:i:c:p:84-108.

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  29. Bidding Markets with Financial Constraints. (2013). Beker, Pablo ; Hernando-Veciana, Angel.
    In: Economic Research Papers.
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  30. All-pay contests with constraints. (2012). Pastine, Ivan.
    In: Working Papers.
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  31. Information alliances in contests with budget limits. (2012). Konrad, Kai.
    In: Public Choice.
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  32. An Ascending Multi-Item Auction with Financially Constrained Bidders. (2011). van der Laan, Gerard ; Yang, Zaifu.
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  33. Persistent markups in bidding markets with financial constraints. (2011). Hernando-Veciana, Angel ; Beker, Pablo.
    In: UC3M Working papers. Economics.
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  34. Information alliances in contests with budget limits. (2010). Konrad, Kai.
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  35. Auction Design with Loss Averse Bidders: The Optimality of All Pay Mechanisms. (2010). Eisenhuth, Roland.
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  36. Sealed-bid auctions based on Cobb-Douglas utility function. (2010). Wang, Mingxi ; Liu, Shulin .
    In: Economics Letters.
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  37. An Ascending Multi-Item Auction with Financially Constrained Bidders. (2008). van der Laan, Gerard ; Yang, Zaifu.
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  38. Optimal auctions for asymmetrically budget constrained bidders. (2008). Vohra, Rakesh ; Malakhov, Alexey.
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  39. Thirteen Reasons Why the Vickrey-Clarke-Groves Process Is Not Practical. (2007). Rothkopf, Michael H.
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  41. Caps in asymmetric all-pay auctions with incomplete information. (2006). .
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  42. Optimal Auctions for Asymmetrically Budget Constrained Bidders. (2005). Malakhov, Alexey ; Vohra, Rakesh V..
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  43. Symmetric two-stage contests with budget constraints. (2005). Rapoport, Amnon ; Stein, William .
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  44. A Comment on “David and Goliath: An Analysis on Asymmetric Mixed-Strategy Games and Experimental Evidence”.. (2003). Lugovskyy, Volodymyr ; Kovenock, Dan ; Dechenaux, Emmanuel.
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  45. Equilibrium of Affiliated Value Second Price Auctions with Financially Constrained Bidders: The Two-Bidder Case. (2002). Fang, Hanming ; Parreiras, Sergio O..
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  47. High Bids and Broke Winners. (2001). Zheng, Charles.
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  48. Auctions and Efficiency. (2001). Maskin, Eric.
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  49. Auctions, development, and privatization: Efficient auctions with liquidity-constrained buyers. (2000). Maskin, Eric.
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  50. Motivating Wealth-Constrained Actors. (2000). Sappington, David ; Lewis, Tracy.
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