Qaisar Farooq Akram

Norges Bank

Bankplassen 2

P.O. Box 1179

Oslo, N-0107

Norway

SCHOLARLY PAPERS

4

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58

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156

Scholarly Papers (4)

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
Qaisar Farooq Akram, Dagfinn Rime and Lucio Sarno
Norges Bank, BI Norwegian Business School and University of Cambridge - Judge Business School
Downloads 933 (29,711)
Citation 8

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exchange rates, arbitrage, covered interest rate parity, foreign exchange microstructure

Arbitrage in the Foreign Exchange Market: Turning on the Microscope

CEPR Discussion Paper No. DP6878
Number of pages: 36 Posted: 20 Aug 2008
Qaisar Farooq Akram, Dagfinn Rime and Lucio Sarno
Norges Bank, BI Norwegian Business School and University of Cambridge - Judge Business School
Downloads 6 (755,130)
Citation 30
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arbitrage, covered interest rate parity, exchange rates, foreign exchange microstructure

2.

The Role of Oil Prices and Monetary Policy in the Norwegian Economy Since the 1980s

Norges Bank Working Paper 1/2016
Number of pages: 34 Posted: 24 Feb 2016
Qaisar Farooq Akram and Haroon Mumtaz
Norges Bank and Queen Mary, University of London
Downloads 109 (300,405)
Citation 1

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Time-varying coefficients, stochastic volatility, persistence, great moderation, inflation targeting

3.

Inferring Interbank Loans and Interest Rates from Interbank Payments - An Evaluation

Norges Bank Working Paper 2013/26
Number of pages: 31 Posted: 23 Jan 2014
Qaisar Farooq Akram and Casper Christophersen
Norges Bank and Norges Bank - Research Department
Downloads 19 (627,860)
Citation 2

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Furfine, Overnight interbank rates, Interbank payments

4.

Identification of Interbank Loans and Interest Rates from Interbank Payments - A Reliability Assessment

Norges Bank Working Paper 8/2018; ISBN 978-82-8379-050-4
Number of pages: 23 Posted: 15 Feb 2019
Qaisar Farooq Akram, Mats Fevolden and Lyndsie Smith
Norges Bank, Norges Bank and Norges Bank
Downloads 17 (641,825)

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overnight interbank market, furfine-algorithm, rtgs