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
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978-82-8379-124-2
- Language
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Englisch
- Bibliographic citation
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Series: Staff Memo ; No. 8/2019
- Classification
-
Wirtschaft
- Subject
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Government bonds
liquidity
indicators
- Event
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Geistige Schöpfung
- (who)
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Opheim, Vetle Øye
- Event
-
Veröffentlichung
- (who)
-
Norges Bank
- (where)
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Oslo
- (when)
-
2019
- Handle
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Bericht
Associated
- Opheim, Vetle Øye
- Norges Bank
Time of origin
- 2019
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