Title:

Optimal Allotment Policy in Central Bank Open Market Operations

Authors:

Christian Ewerhart (U Zurich, NCCR Finrisk, Zurich)
Nuno Cassola (European Central Bank)
Steen Ejerskov (Bank of Denmark)
Natacha Valla (Bank of France)

Journal:

European Journal Of Finance

Year:

2009

Volume:

15

Pages:

405-420

JEL codes:

E43 - Determination of Interest Rates; Term Structure of Interest Rates
E52 - Monetary Policy (Targets, Instruments, and Effects)
E58 - Central Banks and Their Policies