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Price discovery in government bond markets

Valseth, Siri - In: Journal of financial markets 16 (2013) 1, pp. 127-151

Persistent link: https://www.econbiz.de/10009711271

Renteforventninger og betydningen av løpetidspremier

Valseth, Siri - In: Penger og kreditt 31 (2003) 1, pp. 41-47

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Påvirker Norges Banks valutatransaksjoner på vegne av staten kronekursen?

Valseth, Siri - 2023

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Informed trading in hybrid bond markets

Valseth, Siri - In: Global finance journal 44 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012257250

Repo market frictions and intermediation in electronic bond markets

Valseth, Siri - 2023

Persistent link: https://www.econbiz.de/10014312102

Price discovery in government bond markets

Valseth, Siri - Handelshøgskolen, Universitetet i Stavanger - 2011

Persistent link: https://www.econbiz.de/10009021418

A market microstructure approach to cross-market spillovers

Jørgensen, Kjell; Valseth, Siri - Handelshøgskolen, Universitetet i Stavanger - 2010

Persistent link: https://www.econbiz.de/10008764493

Price discovery in government bond markets

Valseth, Siri - In: Journal of Financial Markets 16 (2013) 1, pp. 127-151

Price discovery in government bond markets is explored using Norwegian data including trades from both tiers of the market and dealer identities. The results show that while aggregate interdealer order flow explains one-fourth of daily yield changes, aggregate customer order flow has little...

Persistent link: https://www.econbiz.de/10010869371

Forecasting short term yield changes using order flow. Is dealer skill a source of predictability?

Valseth, Siri - Handelshøgskolen, Universitetet i Stavanger - 2010

Persistent link: https://www.econbiz.de/10008799784

Challenging the spanning hypothesis at short horizons: Evidence from Norway

Valseth, Siri - In: Journal of Forecasting (2019)

Persistent link: https://www.econbiz.de/10012082055