Replication package for "Dealer balance sheets and bidding behavior in the Bank of England’s QE reverse auctions"

Name: Replication package for "Dealer balance sheets and bidding behavior in the Bank of England’s QE reverse auctions"
Creator: Lena Boneva
Published: 2025-09-25T16:16:01.049Z
Keywords: Financial Market

Boneva, Lena; Kastl, Jakub; Zikes, Filip

doi:10.17632/2d52kwg6rc.1

Replication package for "Dealer balance sheets and bidding behavior in the Bank of England’s QE reverse auctions"

Published: 25 September 2025| Version 1 | DOI: 10.17632/2d52kwg6rc.1

Contributors:

Lena Boneva, Jakub Kastl,

Description

This is a replication package for the paper "Dealer balance sheets and bidding behavior in the Bank of England’s QE reverse auctions" published in the Journal of Financial Economics It includes two randomized data source files and a readme file describing the estimation details.

Replication package for "Dealer balance sheets and bidding behavior in the Bank of England’s QE reverse auctions"

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