Browsing Norges Banks vitenarkiv by Title
Now showing items 2492-2511 of 2788
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The Impact of the Euro on Non-Member States
(Others, 1999) -
The Impact of the Term Auction Facility on the Liquidity Risk Premium and Unsecured Interbank Spreads
(Working Papers;7/2014, Working paper, 2014)This paper investigates the effectiveness of the Federal Reserve's Term Auction Facility (TAF) in alleviating the liquidity shortage in USD and reducing the spread between the 3-month Libor rate and the expected policy ... -
The Increasing Role of Emerging Market Economies in Multilateral Financing Arrangements
(Economic Commentaries;5/2015, Others, 2015)The International Monetary Fund (IMF) and the World Bank were established at the end of the Second World War after a conference in Bretton Woods in New Hampshire in the United States. They are often referred to as the ... -
The Influence of the Taylor Rule on US Monetary Policy
(Working Papers;4/2013, Working paper, 2013)We analyze the influence of the Taylor rule on US monetary policy by estimating the policy preferences of the Fed within a DSGE framework. The policy preferences are represented by a standard loss function, extended with ... -
The Information Content of Market Liquidity: An Empirical Analysis of Liquidity at the Oslo Stock Exchange?
(Working Papers;26/2009, Working paper, 2009)We investigate the information content of aggregate stock market liquidity and ask whether it may be a useful realtime indicator, both for financial stress, and real economic activity in Norway. We describe the development ... -
The International Experience and Future Challenges for Norway
(Others, 2001) -
The International Monetary System, 1844-1870: Arbitrage, Efficiency, Liquidity
(Working Papers;23/2010, Working paper, 2010)This paper analyses the architecture of the international monetary system which preceded the international gold standard (1844-1870). It builds on a newly-created database made up of more than 100,000 weekly observations ... -
The Krone and the Interest Rate : chronicle in Dagens Næringsliv
(Chronicle, 2001-07-06) -
The Krone Exchange Rate and Competitiveness in the Business Sector
(Others, 2004) -
The Labour Market, Business Cycles and Monetary Policy
(Others, 2007) -
The Liquidity of a Diversified Portfolio
(Discussion note;3/2017, Others, 2017)In this note, we assess the trading liquidity of a globally diversified equity and fixed-income portfolio. -
The Listings Ecosystem : Aligning incentives
(Asset Manager Perspective;1/2016, Others, 2016)Companies deciding to go public enjoy a number of advantages that complement the original intention of their founders’ capital raising and risk-sharing needs. These include improved liquidity, transparency and visibility. ... -
The Long-Run Exchange Rate for NOK: A BEER Approach
(Working Papers;19/2010, Working paper, 2010)This paper investigates a long-run relation for the trade weighted NOK exchange rate. I find that the NOK Trade Weighted Index (TWI) cointegrates with the real oil price, the price differential and the real interest ... -
The Long-Term Investment Strategy of the Norwegian Petroleum Fund
(Others, 2004) -
The Macroeconomic Forecasting Performance of Autoregressive Models with Alternative Specifications of Time-Varying Volatility
(Working Papers;9/2012, Working paper, 2012)This paper compares alternative models of time-varying macroeconomic volatility on the basis of the accuracy of point and density forecasts of macroeconomic variables. In this analysis, we consider both Bayesian autoregressive ... -
The Macroprudential Approach to Financial Stability
(Others, 2005) -
The Macroprudential Approach to Financial Stability
(Journal article, 2005)Introduction: Financial stability has become an increasingly important objective in economic policymaking during recent decades. In the 1980s, direct regulation of credit markets and capital flows was dismantled in many ... -
The Management of Petroleum Wealth
(Others, 2005) -
The Market Impact and Timing of Open Market Share Repurchases in Norway
(Working Papers;8/2004, Working paper, 2004)This paper examines a detailed dataset on open market repurchase announcements and actual repurchases conducted by Norwegian firms during the period 1998-2001. Firms that announce a repurchase plan experience a positive ...