Bericht
Liquidity indicators for the Norwegian government bond market
An objective of Norges Bank Government Debt Management is to meet the government's borrowing requirement at the lowest possible cost. At the same time, Government Debt Management shall seek to maintain a yield curve out to 10 years. Market 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 Norwegian banks' funding costs have affected government bond market liquidity in the period 2010-2018, but find no clear correlation.
- ISBN
-
978-82-8379-124-2
- Sprache
-
Englisch
- Erschienen in
-
Series: Staff Memo ; No. 8/2019
- Klassifikation
-
Wirtschaft
- Thema
-
Government bonds
liquidity
indicators
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Opheim, Vetle Øye
- Ereignis
-
Veröffentlichung
- (wer)
-
Norges Bank
- (wo)
-
Oslo
- (wann)
-
2019
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Bericht
Beteiligte
- Opheim, Vetle Øye
- Norges Bank
Entstanden
- 2019
Ähnliche Objekte (12)
Bond Liquidity at the Oslo Stock Exchange
Strategy Report - The Norwegian Government Pension Fund - Global
The Daily Liquidity Effect in a Floor System - Empirical Evidence from the Norwegian Market
Norwegian Interbank Market's Response to Changes in Liquidity Policy
The rationale for central bank liquidity insurance and liquidity regulation
Empirical Modelling of Norwegian Import Prices
Pricing in the Norwegian Interbank Market - the Effects of Liquidity and Implicit Government Support
Input-Output Analysis of the Norwegian Economy
Norwegian Gross Domestic Product by Industry 1830 - 1930
Failure Prediction of Norwegian Banks: A Logit Approach
Ownership Structure and Stock Market Liquidity
Assessment of Credit Risk in the Norwegian Business Sector
Bond Liquidity at the Oslo Stock Exchange
Strategy Report - The Norwegian Government Pension Fund - Global
The Daily Liquidity Effect in a Floor System - Empirical Evidence from the Norwegian Market
Norwegian Interbank Market's Response to Changes in Liquidity Policy
The rationale for central bank liquidity insurance and liquidity regulation
Empirical Modelling of Norwegian Import Prices
Pricing in the Norwegian Interbank Market - the Effects of Liquidity and Implicit Government Support
Input-Output Analysis of the Norwegian Economy
Norwegian Gross Domestic Product by Industry 1830 - 1930
Failure Prediction of Norwegian Banks: A Logit Approach
Ownership Structure and Stock Market Liquidity
Assessment of Credit Risk in the Norwegian Business Sector
Bond Liquidity at the Oslo Stock Exchange
Strategy Report - The Norwegian Government Pension Fund - Global
The Daily Liquidity Effect in a Floor System - Empirical Evidence from the Norwegian Market
Norwegian Interbank Market's Response to Changes in Liquidity Policy
The rationale for central bank liquidity insurance and liquidity regulation
Empirical Modelling of Norwegian Import Prices
Pricing in the Norwegian Interbank Market - the Effects of Liquidity and Implicit Government Support
Input-Output Analysis of the Norwegian Economy
Norwegian Gross Domestic Product by Industry 1830 - 1930
Failure Prediction of Norwegian Banks: A Logit Approach
Ownership Structure and Stock Market Liquidity