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Likviditetsindikatorer for det norske statsobligasjonsmarkedet
(Staff Memo;8/2019, Working paper, 2019)Statsgjeldsforvaltningen i Norges Bank har som mål å dekke statens lånebehov til lavest mulig kostnader. Samtidig skal forvaltningen søke å opprettholde en rentekurve opp til 10 år. Likviditeten i markedet har betydning ... -
Likviditetskrisen høsten 2008
(Staff Memo;16/2011, Working paper, 2011)Etter konkursen i Lehman Brothers 15. september 2008 ble omsetningen i internasjonale pengemarkeder sterkt redusert. Banker i omtrent alle land fikk betydelige problemer med finansieringen av sine porteføljer. I dette ... -
Likviditetsstyringen i Norge og utviklingen i bankenes likviditet
(Staff Memo;10/2010, Working paper, 2010)Det operative målet for pengepolitikken er lav og stabil inflasjon med en årsvekst i konsumprisene som over tid er nær 2,5 prosent. Hovedstyret i Norges Bank bestemmer styringsrenten, som er renten bankene får på sine ... -
Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period
(Working Papers;11/2007, Working paper, 2007)We use data on actual holding periods for all investors in a stock market over a 10 year period to investigate the links between holding periods, liquidity, and asset returns. Microstructure measures of liquidity are shown ... -
Liquidity and funding for banks under resolution
(Others, 2019) -
Liquidity and Supply in the Norwegian Government Bond Market
(Journal article, 2003)The Norwegian government issues debt in the bond and bill market. Market prices for these instruments contain information about market expectations concerning the required real rate of return and inflation. The quality of ... -
Liquidity and the Business Cycle
(Working Papers;11/2008, Working paper, 2008)We show evidence of a contemporaneous relation between stock market liquidity and the business cycle. Stock market liquidity worsen when the economy is slowing down, and this effect is most pronounced for small firms. Using ... -
Liquidity at risk: Joint stress testing of solvency and liquidity
(Working Paper;11/2019, Working paper, 2019)The traditional approach to the stress testing of financial institutions focuses on capital adequacy and solvency. Liquidity stress tests are often applied in parallel to solvency stress tests, based on scenarios which may ... -
Liquidity at the Oslo Stock Exchange
(Working Papers;9/2008, Working paper, 2008)We analyze the relationship between the long term development in liquidity at the Oslo Stock Exchange and the Norwegian economy for the period 1980 to 2007. We calculate different liquidity measures that captures various ... -
Liquidity in the Foreign Exchange Market for EUR/NOK
(Aktuell Kommentar;3/2011, Others, 2011)In this Commentary we will take a closer look at liquidity conditions in the market for the EUR/NOK. We assess the relationship between liquidity conditions and the spot exchange rate and look at liquidity conditions in ... -
Liquidity in the Norwegian bond and certificate market in the first half of 2020
(Norges Bank Papers;3/2020, Report, 2020)The coronavirus outbreak and the pandemic that followed contributed to considerable volatility in Norwegian financial markets in March 2020. For a period, liquidity in the Norwegian bond and certificate market deteriorated ... -
Liquidity indicators for the Norwegian government bond market
(Staff Memo;8/2019, Working paper, 2019)An objective of Norges Bank Government Debt Management is to meet the government’s borrowing requirement at the lowest possible cost. At the same time, Government Debt Management shall seek to maintain a yield curve out ... -
Liquidity Management and Central Bank Strength: Bank of England Operations Reloaded, 1889-1910
(Working Papers;10/2016, Working paper, 2016)Is a strong commitment to monetary stability enough to ensure credibility? The recent literature suggests it might not be if the central bank cannot perform pure interest rate policy and has to resort to balance sheet ... -
Liquidity Management System : Floor or Corridor?
(Staff Memo;4/2010, Working paper, 2010)Developments during the financial crisis of 2008 and 2009 have, at least temporarily, changed the way monetary policy is implemented in many countries. Before the crisis, most countries implemented policy through some form ... -
Liquidity Provision in the Overnight Foreign Exchange Market
(Working Papers;13/2004, Working paper, 2004)We presents evidence that non-financial customers are the main liquidity providers in the overnight foreign exchange market using a unique daily data set covering almost all transactions in the SEK/EUR market over almost ... -
Litt om pengepolitikken og samspillet i den økonomiske politikken
(Others, 2003) -
Litt om pengepolitikkens rolle og virkninger
(Others, 2003) -
Location, location, location! - A quality-adjusted rent index for the Oslo office market
(Working Paper;2/2020, Working paper, 2020)In this paper, we construct a quality-adjusted rent index for the office market in Oslo. Commonly used rent indices are based on average developments or expert opinions. Such indices often suffer from compositional biases ... -
Long-Term Benchmark Rates in the Norwegian Bond Market
(Journal article, 2004)Government securities have traditionally been used as benchmarks for long-term interest rates. Today the market for interest rate swaps is also used. The difference between yields on government bonds and swap market rates ... -
Long-Term Market Outlook
(Staff Memo;7/2006, Working paper, 2006)This Market Report will establish a set of investment beliefs for the 15 year horizon we shall be using in the ensuing Portfolio Reports, for the “Government Pension Fund – Global” and the “Foreign Reserves”, respectively. ...