Browsing Staff Memo by Author "Ødegaard, Bernt Arne"
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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 ...