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

Viser treff 1-9 av 9

    • Bond Liquidity at the Oslo Stock Exchange 

      Ødegaard, Bernt Arne (Staff Memo;5/2017, Working paper, 2017)
      We characterize the liquidity of bond trading at the Oslo Stock Exchange (OSE). We use the complete history of bond prices quoted at the OSE from 1990 to 2016. We first characterize the market place, summarize trading ...

    • Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period 

      Næs, Randi; Ødegaard, Bernt Arne (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 the Business Cycle 

      Næs, Randi; Skjeltorp, Johannes A.; Ødegaard, Bernt Arne (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 the Oslo Stock Exchange 

      Næs, Randi; Skjeltorp, Johannes A.; Ødegaard, Bernt Arne (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 indicators for the Norwegian government bond market 

      Opheim, Vetle Øye (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 Provision in the Overnight Foreign Exchange Market 

      Bjønnes, Geir Høidal; Rime, Dagfinn; Solheim, Haakon (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 ...

    • Microstructure of Foreign Exchange Markets 

      Evans, Martin D.D.; Rime, Dagfinn (Working Paper;6/2019, Working paper, 2019)
      This article presents an overview of research on the Microstructure of Foreign Exchange Markets. We begin by summarizing the institutional features of FX trading and describe how they have evolved since the 1980s. We then ...

    • The Information Content of Market Liquidity: An Empirical Analysis of Liquidity at the Oslo Stock Exchange? 

      Skjeltorp, Johannes A.; Ødegaard, Bernt Arne (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 Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward 

      King, Michael R.; Osler, Carol; Rime, Dagfinn (Working Papers;12/2013, Working paper, 2013)
      Research on foreign exchange market microstructure stresses the importance of order flow, heterogeneity among agents, and private information as crucial determinants of short-run exchange rate dynamics. Microstructure ...