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Viewing: 1 - 50 of 247 papers

1.

Governance and Performance Revisited

ECGI - Finance Working Paper No. 28/2003, EFA 2003 Annual Conference Paper No. 252
Number of pages: 32 Posted: 18 Jul 2003 Last Revised: 16 Jul 2013
Working Paper Series
BI Norwegian Business School - Department of Finance and University of Stavanger

Multiple version iconThere are 2 versions of this paper

Downloads 2,416
2.

Foreign Exchange Market Structure, Players and Evolution

Norges Bank Working Paper No. 2011/10
Number of pages: 47 Posted: 30 Sep 2011
Working Paper Series
Ivey Business School, Brandeis University - International Business School and BI Norwegian Business School
Downloads 831
3.

Arbitrage in the Foreign Exchange Market: Turning on the Microscope

Norges Bank Working Paper No. 2005/12, EFA 2006 Zurich Meetings
Number of pages: 40 Posted: 06 Mar 2006
Working Paper Series
Norges Bank, BI Norwegian Business School and City University London - Sir John Cass Business School

Multiple version iconThere are 2 versions of this paper

Downloads 813
4.

Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information

Number of pages: 52 Posted: 04 Mar 2007 Last Revised: 04 May 2010
Working Paper Series
Board of Governors of the Federal Reserve System, Free University of Bolzano and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 778
5.

Liquidity and Shareholder Activism

Forthcoming The Review of Financial Studies
Number of pages: 48 Posted: 16 Feb 2009 Last Revised: 21 Jun 2014
Accepted Paper Series
BI Norwegian Business School - Department of Financial Economics, BI Norwegian Business School, Department of Finance and BI Norwegian Business School
Downloads 669
6.

Stock Market Liquidity and the Business Cycle

Journal of Finance, Forthcoming
Number of pages: 35 Posted: 11 Jul 2008 Last Revised: 25 May 2010
Working Paper Series
Norwegian Ministry of Trade and Industry, Central Bank of Norway and University of Stavanger
Downloads 594
7.

FX Trading... LIVE! Dealer Behavior and Trading Systems in Foreign Exchange Markets

EFA 0575
Number of pages: 43 Posted: 28 Nov 2000
Working Paper Series
The Norwegian School of Management BI and BI Norwegian Business School
Downloads 563
8.

Linear and Nonlinear Exchange Rate Exposure and the Price of Exchange Rate Risk

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 48 Posted: 19 Mar 2002
Working Paper Series
University of Stavanger and Norwegian Business School
Downloads 533
9.

Flashes of Trading Intent at the NASDAQ

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Norges Bank Working Paper 17, AFA 2012 Chicago Meetings Paper
Number of pages: 57 Posted: 22 Mar 2011 Last Revised: 19 Jul 2016
Accepted Paper Series
Central Bank of Norway, UNSW Business School, School of Banking and Finance and University of New South Wales (UNSW)
Downloads 452
10.

Dealer Behavior and Trading Systems in Foreign Exchange Markets

EFA 0575
Number of pages: 43 Posted: 27 Nov 2000
Working Paper Series
The Norwegian School of Management BI and BI Norwegian Business School
Downloads 445
11.

Equity Trading by Institutional Investors: To Cross or Not to Cross

EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 23 Posted: 05 Aug 2002
Working Paper Series
Norwegian Ministry of Trade and Industry and University of Stavanger
Downloads 414
12.

U.S. Exchange Rates and Currency Flows

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 42 Posted: 04 Mar 2002
Working Paper Series
BI Norwegian Business School
Downloads 398
13.

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

EFA 2008 Athens Meetings Paper
Number of pages: 40 Posted: 17 Mar 2008 Last Revised: 25 May 2010
Working Paper Series
Norwegian Ministry of Trade and Industry and University of Stavanger
Downloads 372
14.

Exchange Rate Regimes and Exchange Rate Exposures

Norwegian School of Management Working Paper
Number of pages: 26 Posted: 12 May 2001
Working Paper Series
Norwegian Business School and University of Stavanger
Downloads 339
15.

Economic Uncertainty and the Effectiveness of Monetary Policy

Norges Bank Working Paper 17
Number of pages: 34 Posted: 12 Nov 2013
Working Paper Series
Norges Bank, BI Norwegian Business School and Graduate Institute of International and Development Studies (IHEID) - Department of Economics
Downloads 326
16.

Transmission Mechanism of Monetary Policy in Central and Eastern Europe

CASE Network Reports No. 52
Number of pages: 40 Posted: 11 Jul 2009 Last Revised: 25 May 2010
Working Paper Series
Saint Clement of Ohrid University of Sofia - Department of Economics and Business Administration, Norwegian School of Economics (NHH) - Department of Economics, Warsaw University and CASE - Center for Social and Economic Research
Downloads 322
17.

Private or Public Information in Foreign Exchange Markets? An Empirical Analysis

Working Paper No. 14/2000
Number of pages: 47 Posted: 15 Jan 2001
Working Paper Series
BI Norwegian Business School
Downloads 319
18.

House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy

Forthcoming, International Journal of Central Banking, Norges Bank Working Paper 2012|08
Number of pages: 52 Posted: 02 May 2013 Last Revised: 07 Jul 2016
Accepted Paper Series
Norges Bank, Federal Reserve Bank of San Francisco and Bank of Portugal
Downloads 294
19.

The Duration of Equity Ownership

EFA 2005 Moscow Meetings
Number of pages: 33 Posted: 09 Mar 2005
Working Paper Series
BI Norwegian Business School - Department of Finance, Norwegian Business School and University of Stavanger
Downloads 285
20.

Bayesian Model Averaging in the Presence of Structural Breaks

Number of pages: 43 Posted: 01 Apr 2007
Working Paper Series
Free University of Bolzano, Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 278
21.

Predictive Gains from Forecast Combinations Using Time Varying Model Weights

Number of pages: 41 Posted: 11 Sep 2007
Working Paper Series
Free University of Bolzano, Erasmus University - Rotterdam School of Management and Tinbergen Institute
Downloads 272
22.

A Survey of Econometric Methods for Mixed-Frequency Data

Number of pages: 45 Posted: 23 May 2013
Working Paper Series
Independent and European University Institute
Downloads 255
23.

U.S. Banking Deregulation, Small Businesses, and Interstate Insurance of Personal Income

EFA 2004 Maastricht Meetings Paper No. 4444
Number of pages: 54 Posted: 23 Jun 2004
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Cleveland, BI Norwegian Business School, Department of Finance and University of Houston - Department of Economics
Downloads 254
24.

Liquidity at the Oslo Stock Exchange

Number of pages: 45 Posted: 11 Jul 2008
Working Paper Series
Norwegian Ministry of Trade and Industry, Central Bank of Norway and University of Stavanger
Downloads 241
25.

The Impact of Different Players on the Volume-Volatility Relation in the Foreign Exchange Market

EFA 2007 Ljubljana Meetings Paper
Number of pages: 23 Posted: 06 Mar 2007
Working Paper Series
The Norwegian School of Management BI, BI Norwegian Business School and Norges Bank
Downloads 221
26.

What Determines Banks' Market Power? Akerlof or Herfindahl

EFA 2006 Zurich Meetings Paper
Number of pages: 32 Posted: 17 Jun 2006
Working Paper Series
University of Haifa - Department of Economics, NHH Norwegian School of Economics and Norges Bank (Central bank of Norway)
Downloads 218
27.

Identifying the Interdependence between US Monetary Policy and the Stock Market

Bank of Finland Research Discussion Paper No. 17/2005
Number of pages: 48 Posted: 02 Oct 2007
Working Paper Series
Norwegian School of Management (BI) and Norwegian School of Management
Downloads 217
28.

Identifying Cross-Sided Liquidity Externalities

Asian Finance Association (AsFA) 2013 Conference, Norges Bank Working Paper 2012-20
Number of pages: 55 Posted: 21 Mar 2012 Last Revised: 19 Aug 2013
Working Paper Series
Central Bank of Norway, UNSW Business School, School of Banking and Finance and University of New South Wales (UNSW)
Downloads 213
29.

Price Differences between Equity Classes: Corporate Control, Foreign Ownership or Liquidity?

Number of pages: 28 Posted: 16 Jun 2006
Working Paper Series
University of Stavanger
Downloads 213
30.

Term Structure Forecasting Using Macro Factors and Forecast Combination

FRB International Finance Discussion Paper No. 993, Norges Bank Working Paper 2010/01
Number of pages: 54 Posted: 07 Apr 2010
Working Paper Series
Board of Governors of the Federal Reserve System, Free University of Bolzano and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 213
31.

Business Cycles and Fiscal Policy in an Open Economy

University of Aarhus Dept. of Economics Working Paper No. 1998-5
Number of pages: 34 Posted: 25 Jun 1998
Working Paper Series
University of Aarhus - Department of Economics and University of Oslo - Department of Economics
Downloads 207
32.

Where it All Began: Lending of Last Resort and the Bank of England During the Overend-Gurney Panic of 1866

Norges Bank Working Paper No. 2011/03
Number of pages: 47 Posted: 27 May 2011
Working Paper Series
Centre for Economic Policy Research (CEPR) and University of Toulouse 1 - Laboratoire d'Etudes et de Recherches sur l'Économie, les Politiques et les Systèmes Sociaux (LEREPS)

Multiple version iconThere are 3 versions of this paper

Downloads 195
33.

Asymmetric Information in the Interbank Foreign Exchange Market

Number of pages: 29 Posted: 06 Mar 2008
Working Paper Series
The Norwegian School of Management BI, Brandeis University - International Business School and BI Norwegian Business School

Multiple version iconThere are 2 versions of this paper

Downloads 192
34.

Central Clearing and Risk Transformation

Norges Bank Working Paper 3/2017
Number of pages: 21 Posted: 20 Apr 2017
Working Paper Series
Imperial College London

Multiple version iconThere are 2 versions of this paper

Downloads 192
35.

Long Swings in the Dollar and the Exchange Rate Exposure of Stock Returns

Number of pages: 38 Posted: 01 Sep 2003
Working Paper Series
University of Stavanger and Norwegian Business School
Downloads 191
36.

Who Moves Stock Prices? Monthly Evidence

Number of pages: 27 Posted: 26 Feb 2007 Last Revised: 25 May 2010
Working Paper Series
University of Stavanger
Downloads 184
37.

The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward

Journal of International Money and Finance, Forthcoming, Norges Bank Working Paper 2013/12
Number of pages: 55 Posted: 24 May 2013
Working Paper Series
Ivey Business School, Brandeis University - International Business School and BI Norwegian Business School
Downloads 176
38.

Asymmetric Information in the Interbank Foreign Exchange Market

Number of pages: 30 Posted: 17 Feb 2009 Last Revised: 04 May 2010
Working Paper Series
The Norwegian School of Management BI, Brandeis University - International Business School and BI Norwegian Business School

Multiple version iconThere are 2 versions of this paper

Downloads 175
39.

Asset Pricing at the Oslo Stock Exchange: A Source Book

Number of pages: 82 Posted: 13 Mar 2007
Working Paper Series
University of Stavanger
Downloads 159
40.

Risk Sharing and Portfolio Allocation in EMU

Number of pages: 62 Posted: 18 Dec 2008 Last Revised: 25 May 2010
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Cleveland, BI Norwegian Business School, Department of Finance and University of Houston - Department of Economics
Downloads 141
41.

Social Capital and the Viability of Stakeholder-Oriented Firms: Evidence from Norwegian Savings Banks

EFA 2009 Bergen Meetings Paper
Number of pages: 53 Posted: 17 Feb 2009 Last Revised: 04 May 2010
Working Paper Series
BI Norwegian Business School, Department of Finance, BI Norwegian Business School and Norges Bank (Central bank of Norway)
Downloads 140
42.

Forecast Accuracy and Economic Gains from Bayesian Model Averaging Using Time Varying Weights

Tinbergen Institute Discussion Paper 09-061/4
Number of pages: 28 Posted: 17 Jul 2009
Working Paper Series
Vrije Universiteit Amsterdam - Dept. of Econometrics, affiliation not provided to SSRN, Free University of Bolzano, Tinbergen Institute and Erasmus University - Rotterdam School of Management
Downloads 135
43.

Resolving the Financial Crisis: Are We Heeding the Lessons from the Nordics?

Norges Bank Working Paper 2010/17
Number of pages: 50 Posted: 09 Sep 2010
Accepted Paper Series
Bank for International Settlements (BIS) - Research and Policy Analysis, Norges Bank (Central bank of Norway) and Bank for International Settlements - Research and Policy Analysis

Multiple version iconThere are 2 versions of this paper

Downloads 128
44.

The Marginal Value of Cash, Cash Flow Sensitivities, and Bank-Finance Shocks in Nonlisted Firms

Norges Bank Working Paper No. 2010/27
Number of pages: 56 Posted: 09 Jan 2011 Last Revised: 08 Feb 2011
Working Paper Series
BI Norwegian Business School, Department of Finance, BI Norwegian Business School and University of Houston - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 127
45.

Banking Competition, Monitoring Incentives and Financial Stability

Norges Bank Working Paper 2010/16
Number of pages: 22 Posted: 09 Sep 2010
Accepted Paper Series
Norges Bank
Downloads 126
46.

The End of the Waterfall: Default Resources of Central Counterparties

Norges Bank Working Paper 16/2015
Number of pages: 46 Posted: 13 Jan 2016
Accepted Paper Series
Imperial College London

Multiple version iconThere are 2 versions of this paper

Downloads 123
47.

Identification of Financial Factors in Economic Fluctuations

KOF Working Paper No. 364, Norges Bank Working Paper 09 | 2014
Number of pages: 57 Posted: 14 Aug 2014
Working Paper Series
Norges Bank, Free University of Bolzano and ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich
Downloads 119
48.

OPEC's Market Power: An Empirical Dominant Firm Model for the Oil Market

Norges Bank Working Paper 2014 | 03
Number of pages: 44 Posted: 05 Jun 2014
Working Paper Series
University of Oslo - Frisch Centre, BI Norwegian School of Business and Norwegian University of Life Sciences (NMBU)

Multiple version iconThere are 2 versions of this paper

Downloads 117
49.

Banking Competition, Monitoring Incentives and Financial Stability

Number of pages: 20 Posted: 19 Jul 2009
Working Paper Series
Bank of England
Downloads 115
50.

Exchange Rate Volatility and the Mixture of Distribution Hypothesis

Number of pages: 31 Posted: 14 Apr 2005
Working Paper Series
Université catholique de Louvain, BI Norwegian Business School and Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)

Multiple version iconThere are 2 versions of this paper

Downloads 115