2023 Fiscal Year Research-status Report
Auction design for complex, interconnected, and fast-paced markets
| Project/Area Number |
20K01557
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| Research Institution | International Christian University |
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Principal Investigator |
マルシャレツ ダニエル 国際基督教大学, 教養学部, 助教 (50747805)
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| Project Period (FY) |
2020-04-01 – 2025-03-31
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| Keywords | Auctions / Treasury bills / Econometrics / Microeconomics |
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| Outline of Annual Research Achievements |
This was a productive year for my research. My paper on Philippine treasury-bill auctions was approved for publication in the Journal of Banking & Finance, which is a top journal in that field. I also presented my work at two international conferences (Asian Meetings of the Econometric Society, in China and Australia). Meanwhile, I have continued my work on additional papers, which include updating of my paper on collusion, as well as one paper on diffusion in markets that may feature piracy. I also added a short working paper on SSRN, on the use of non-stadard features in treasury bill auctions. In addition, I have contacted two new potential collaborators, with whom we may initiate work in the area of auctions for government debt.
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| Current Status of Research Progress |
Current Status of Research Progress
3: Progress in research has been slightly delayed.
Reason
Though this year was productive, the overall progress of the project has been somewhat delayed due to the pandemic that took place, and the consequent impacts on publication times and conference travel opportunities.
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| Strategy for Future Research Activity |
The plan for the future of the project is to continue updating my papers on collusion, and diffusion on platforms. Meanwhile, some new collaboration opportunities have emerged in the area of auctions for treasury-bills. After noticing my prior research in this area, pair of collaborators from the US and Europe have expressed interest in joing work on analysing treasury-bill data from two European countries. In the next year, I aim to work out the details of this collaboration, and strart analysis of the data.
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| Causes of Carryover |
The remaining funds are to cover costs of travel to conferences and work with collaborators, as well as possible equipment and software licenses, journal submission and publication fees.
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