Blar i Arbeidsnotater / Working Papers på forfatter "Solheim, Haakon"
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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. ...