Blar i Arbeidsnotater / Working Papers på forfatter "Bjønnes, Geir Høidal"

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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 ...

    • Large’ vs. ‘Small’ Players: A Closer Look at the Dynamics of Speculative Attacks 

      Bjønnes, Geir Høidal; Holden, Steinar; Rime, Dagfinn; Solheim, Haakon (Working Papers;13/2005, Working paper, 2005)
      What is the role of “large players” like hedge funds and other highly leveraged institutions in speculative attacks? In recent theoretical work, large players may induce an attack by an early move, providing information ...

    • 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 ...

    • Volume and Volatility in the FX Market: Does It Matter Who You Are? 

      Bjønnes, Geir Høidal; Rime, Dagfinn; Solheim, Haakon (Working Papers;7/2003, Working paper, 2003)
      The relationship between volume and volatility has received much attention in the literature on financial markets. However, due to the lack of data, few results have been presented for the foreign exchange (FX) market. ...