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Notatet omhandler ulike metoder for estimering av volatilitetsindikatorer for finansielle aktiva. Det gis en presentasjon av de enkleste statistiske volatilitetsindikatorene basert på avkastningsserier for finansielle priser, samt metoder for vekting av data og skalering av indikatorer. Mer...
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Norwegian banks' funding costs have affected government bond market liquidity in the period 2010-2018, but find no clear … liquidity is of importance for both objectives. This article investigates liquidity developments in the Norwegian government … bond market since 2010 with the aid of four indicators that comprise a composite liquidity index. I also examine whether …
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