Blar i Norges Banks publikasjonsserier / Norges Bank publication series på emneord "foreign exchange"

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    • Asymmetric Information in the Interbank Foreign Exchange Market 

      Bjønnes, Geir Høidal; Osler, Carol; Rime, Dagfinn (Working Papers;25/2008, Working paper, 2008)
      This paper provides evidence of private information in the interdealer foreign exchange market. In so doing it provides support for the hypothesis that information is an important reason for the strong positive correlation ...

    • Dealer Behavior and Trading Systems in Foreign Exchange Markets 

      Bjønnes, Geir Høidal; Rime, Dagfinn (Working Papers;10/2003, Working paper, 2003)
      We study dealer behavior in the foreign exchange spot market using a detailed data set on the complete transactions of four dealers. There is strong support for an information effect in incoming trades. Although there is ...

    • The Long-Run Exchange Rate for NOK: A BEER Approach 

      Alstad, Geir E. (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 ...