SSRN Norges Bank Research Paper Series

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

Øyvind Bøhren and Bernt Arne Ødegaard

BI Norwegian Business School - Department of Finance and University of Stavanger

There are 2 versions of this paper

Downloads 2,408

2.

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

Qaisar Farooq Akram, Dagfinn Rime and Lucio Sarno

Norges Bank, BI Norwegian Business School and City University London - Sir John Cass Business School

There are 2 versions of this paper

Downloads 809

3.

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

Michael R. King, Carol L. Osler and Dagfinn Rime

Ivey Business School, Brandeis University - International Business School and BI Norwegian Business School

Downloads 797

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

Michiel De Pooter, Francesco Ravazzolo and Dick J. C. van Dijk

Board of Governors of the Federal Reserve System, Free University of Bolzano and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute

Downloads 775

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

Oyvind Norli, Charlotte Ostergaard and Ibolya Schindele

BI Norwegian Business School - Department of Financial Economics, BI Norwegian Business School, Department of Finance and BI Norwegian Business School

Downloads 662

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

Randi Naes, Johannes Atle Skjeltorp and Bernt Arne Ødegaard

Norwegian Ministry of Trade and Industry, Central Bank of Norway and University of Stavanger

Downloads 589

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

Geir Hoidal Bjonnes and Dagfinn Rime

The Norwegian School of Management BI and BI Norwegian Business School

Downloads 558

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

Bernt Arne Ødegaard and Richard Priestley

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

Johannes Atle Skjeltorp, Elvira Sojli and Wing Wah Tham

Central Bank of Norway, UNSW Business School, School of Banking and Finance and Erasmus School of Economics - Econometric Institute

Downloads 447

10.

Dealer Behavior and Trading Systems in Foreign Exchange Markets

EFA 0575

Number of pages: 43 Posted: 27 Nov 2000

Working Paper Series

Geir Hoidal Bjonnes and Dagfinn Rime

The Norwegian School of Management BI and BI Norwegian Business School

Downloads 443

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

Randi Naes and Bernt Arne Ødegaard

Norwegian Ministry of Trade and Industry and University of Stavanger

Downloads 413

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

Dagfinn Rime

BI Norwegian Business School

Downloads 395

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

Randi Naes and Bernt Arne Ødegaard

Norwegian Ministry of Trade and Industry and University of Stavanger

Downloads 371

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

Richard Priestley and Bernt Arne Ødegaard

Norwegian Business School and University of Stavanger

Downloads 339

15.

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

Georgy Yordanov Ganev, Krisztina Molnar, Krzysztof Rybinski and Przemyslaw Wozniak

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 319

16.

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

Dagfinn Rime

BI Norwegian Business School

Downloads 318

17.

Economic Uncertainty and the Effectiveness of Monetary Policy

Norges Bank Working Paper 17

Number of pages: 34 Posted: 12 Nov 2013

Working Paper Series

Knut Are Aastveit, Gisle James James Natvik and Sergio Sola

Norges Bank, BI Norwegian Business School and Graduate Institute of International and Development Studies (IHEID) - Department of Economics

Downloads 296

18.

The Duration of Equity Ownership

EFA 2005 Moscow Meetings

Number of pages: 33 Posted: 09 Mar 2005

Working Paper Series

Øyvind Bøhren, Richard Priestley and Bernt Arne Ødegaard

BI Norwegian Business School - Department of Finance, Norwegian Business School and University of Stavanger

Downloads 282

19.

Bayesian Model Averaging in the Presence of Structural Breaks

Number of pages: 43 Posted: 01 Apr 2007

Working Paper Series

Francesco Ravazzolo, Dick J. C. van Dijk and Philip Hans Franses

Free University of Bolzano, Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics

Downloads 278

20.

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

Paolo Gelain, Kevin J. Lansing and Caterina Mendicino

Norges Bank, Federal Reserve Bank of San Francisco and Bank of Portugal

Downloads 274

21.

Predictive Gains from Forecast Combinations Using Time Varying Model Weights

Number of pages: 41 Posted: 11 Sep 2007

Working Paper Series

Francesco Ravazzolo, Marno Verbeek and H. K. van Dijk

Free University of Bolzano, Erasmus University - Rotterdam School of Management and Tinbergen Institute

Downloads 268

22.

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

Yuliya S. Demyanyk, Charlotte Ostergaard and Bent E. Sørensen

Federal Reserve Banks - Federal Reserve Bank of Cleveland, BI Norwegian Business School, Department of Finance and University of Houston - Department of Economics

Downloads 253

23.

A Survey of Econometric Methods for Mixed-Frequency Data

Number of pages: 45 Posted: 23 May 2013

Working Paper Series

Claudia Foroni and Massimiliano Giuseppe Marcellino

Independent and European University Institute

Downloads 246

24.

Liquidity at the Oslo Stock Exchange

Number of pages: 45 Posted: 11 Jul 2008

Working Paper Series

Randi Naes, Johannes Atle Skjeltorp and Bernt Arne Ødegaard

Norwegian Ministry of Trade and Industry, Central Bank of Norway and University of Stavanger

Downloads 239

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

Geir Hoidal Bjonnes, Dagfinn Rime and Haakon Solheim

The Norwegian School of Management BI, BI Norwegian Business School and Norges Bank

Downloads 218

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

Moshe Kim, Eirik Gaard Kristiansen and Bent Vale

University of Haifa - Department of Economics, NHH Norwegian School of Economics and Norges Bank (Central bank of Norway)

Downloads 217

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

Hilde C. Bjørnland and Kai Leitemo

Norwegian School of Management (BI) and Norwegian School of Management

Downloads 213

28.

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

Number of pages: 28 Posted: 16 Jun 2006

Working Paper Series

Bernt Arne Ødegaard

University of Stavanger

Downloads 212

29.

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

Johannes Atle Skjeltorp, Elvira Sojli and Wing Wah Tham

Central Bank of Norway, UNSW Business School, School of Banking and Finance and Erasmus School of Economics - Econometric Institute

Downloads 210

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

Michiel De Pooter, Francesco Ravazzolo and Dick J. C. van Dijk

Board of Governors of the Federal Reserve System, Free University of Bolzano and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute

Downloads 210

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

Torben M. Andersen and Steinar Holden

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

Marc Flandreau and Stefano Ugolini

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)

There are 3 versions of this paper

Downloads 194

33.

Asymmetric Information in the Interbank Foreign Exchange Market

Number of pages: 29 Posted: 06 Mar 2008

Working Paper Series

Geir Hoidal Bjonnes, Carol L. Osler and Dagfinn Rime

The Norwegian School of Management BI, Brandeis University - International Business School and BI Norwegian Business School

There are 2 versions of this paper

Downloads 192

34.

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

Number of pages: 38 Posted: 01 Sep 2003

Working Paper Series

Bernt Arne Ødegaard and Richard Priestley

University of Stavanger and Norwegian Business School

Downloads 191

35.

Who Moves Stock Prices? Monthly Evidence

Number of pages: 27 Posted: 26 Feb 2007 Last Revised: 25 May 2010

Working Paper Series

Bernt Arne Ødegaard

University of Stavanger

Downloads 183

36.

Asymmetric Information in the Interbank Foreign Exchange Market

Number of pages: 30 Posted: 17 Feb 2009 Last Revised: 04 May 2010

Working Paper Series

Geir Hoidal Bjonnes, Carol L. Osler and Dagfinn Rime

The Norwegian School of Management BI, Brandeis University - International Business School and BI Norwegian Business School

There are 2 versions of this paper

Downloads 174

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

Michael R. King, Carol L. Osler and Dagfinn Rime

Ivey Business School, Brandeis University - International Business School and BI Norwegian Business School

Downloads 172

38.

Asset Pricing at the Oslo Stock Exchange: A Source Book

Number of pages: 82 Posted: 13 Mar 2007

Working Paper Series

Bernt Arne Ødegaard

University of Stavanger

Downloads 158

39.

Risk Sharing and Portfolio Allocation in EMU

Number of pages: 62 Posted: 18 Dec 2008 Last Revised: 25 May 2010

Working Paper Series

Yuliya S. Demyanyk, Charlotte Ostergaard and Bent E. Sørensen

Federal Reserve Banks - Federal Reserve Bank of Cleveland, BI Norwegian Business School, Department of Finance and University of Houston - Department of Economics

Downloads 139

40.

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

Charlotte Ostergaard, Ibolya Schindele and Bent Vale

BI Norwegian Business School, Department of Finance, BI Norwegian Business School and Norges Bank (Central bank of Norway)

Downloads 139

41.

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

Lennart F. Hoogerheide, Richard Kleijn, Francesco Ravazzolo, H. K. van Dijk and Marno Verbeek

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

42.

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

Charlotte Ostergaard, Amir Sasson and Bent E. Sørensen

BI Norwegian Business School, Department of Finance, BI Norwegian Business School and University of Houston - Department of Economics

There are 3 versions of this paper

Downloads 127

43.

Banking Competition, Monitoring Incentives and Financial Stability

Norges Bank Working Paper 2010/16

Number of pages: 22 Posted: 09 Sep 2010

Accepted Paper Series

Vo Thi Quynh Anhy

Norges Bank

Downloads 126

44.

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

Claudio E. V. Borio, Bent Vale and Goetz von Peter

Bank for International Settlements (BIS) - Research and Policy Analysis, Norges Bank (Central bank of Norway) and Bank for International Settlements - Research and Policy Analysis

There are 2 versions of this paper

Downloads 124

45.

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

Francesco Furlanetto, Francesco Ravazzolo and Samad Sarferaz

Norges Bank, Free University of Bolzano and ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich

Downloads 118

46.

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

Rolf Golombek, Alfonso Irarrazabal and Lin Ma

University of Oslo - Frisch Centre, BI Norwegian School of Business and Norwegian University of Life Sciences (NMBU)

There are 2 versions of this paper

Downloads 117

47.

Banking Competition, Monitoring Incentives and Financial Stability

Number of pages: 20 Posted: 19 Jul 2009

Working Paper Series

Quynh Anh Vo

Bank of England

Downloads 115

48.

Exchange Rate Volatility and the Mixture of Distribution Hypothesis

Number of pages: 31 Posted: 14 Apr 2005

Working Paper Series

Luc Bauwens, Dagfinn Rime and Genaro Sucarrat

Université catholique de Louvain, BI Norwegian Business School and Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)

There are 2 versions of this paper

Downloads 114

49.

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

Rama Cont

Imperial College London

There are 2 versions of this paper

Downloads 114

50.

Evaluating Real-Time Forecasts in Real-Time

Number of pages: 25 Posted: 11 Sep 2007

Working Paper Series

Francesco Ravazzolo, Philip Hans Franses and Dick J. C. van Dijk

Free University of Bolzano, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute

Downloads 110

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