IDEAS home Printed from https://ideas.repec.org/d/dfebino.html
 

Publications

by members of

Institutt for Finans
BI Handelshøyskolen
Oslo, Norway

(Department of Finance, BI Norwegian Business School)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters | Software components |

Working papers

Undated material is listed at the end

2023

  1. Christopher D. Carroll & Edmund Crawley & Håkon Tretvoll, 2023. "Welfare and Spending Effects of Consumption Stimulus Policies," Finance and Economics Discussion Series 2023-002, Board of Governors of the Federal Reserve System (U.S.).
  2. Guiso, Luigi & Fagereng, Andreas & Ring, Marius, 2023. "How much and how fast do investors respond to equity premium changes? Evidence from wealth taxation," CEPR Discussion Papers 17792, C.E.P.R. Discussion Papers.
  3. Jes'us Fern'andez-Villaverde & Isaiah Hull, 2023. "Dynamic Programming on a Quantum Annealer: Solving the RBC Model," Papers 2306.04285, arXiv.org.

2022

  1. Edmund Crawley & Martin Holm & Håkon Tretvoll, 2022. "A Parsimonious Model of Idiosyncratic Income," Finance and Economics Discussion Series 2022-026, Board of Governors of the Federal Reserve System (U.S.).
  2. Guiso, Luigi & Pistaferri, Luigi & Fagereng, Andreas, 2022. "Assortative Mating and Wealth Inequality," CEPR Discussion Papers 17148, C.E.P.R. Discussion Papers.
  3. Isaiah Hull & Anna Grodecka-Messi, 2022. "Measuring the Impact of Taxes and Public Services on Property Values: A Double Machine Learning Approach," Papers 2203.14751, arXiv.org.
  4. Bertsch, Christoph & Hull, Isaiah & Lumsdaine, Robin L. & Zhang, Xin, 2022. "Central Bank Mandates and Monetary Policy Stances: through the Lens of Federal Reserve Speeches," Working Paper Series 417, Sveriges Riksbank (Central Bank of Sweden), revised 01 Mar 2024.

2021

  1. Andreas Fagereng & Magnus A. H. Gulbrandsen & Martin B. Holm & Gisle J. Natvik, 2021. "How does monetary policy affect household indebtedness?," Working Paper 2021/5, Norges Bank.
  2. Isaiah Hull & Or Sattath, 2021. "Revisiting the Properties of Money," Papers 2111.04483, arXiv.org, revised Nov 2021.
  3. Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2021. "Narrative Fragmentation and the Business Cycle," Working Paper Series 401, Sveriges Riksbank (Central Bank of Sweden).
  4. Armelius, Hanna & Claussen, Carl Andreas & Hull, Isaiah, 2021. "On the possibility of a cash-like CBDC," EconStor Preprints 231485, ZBW - Leibniz Information Centre for Economics.
  5. Farshad Noravesh & Hamid Boustanifar, 2021. "Exact Post-selection Inference For Tracking S&P500," Papers 2112.15448, arXiv.org.
  6. Bernard Dumas & Paul Ehling & Chunyu Yang, 2021. "The Debt Capacity of a Government," NBER Working Papers 29434, National Bureau of Economic Research, Inc.
  7. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & To, 2021. "Non-Standard Errors," Working Paper Series, Social and Economic Sciences 2021-11, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
    • Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
    • Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
    • Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.

2020

  1. Guiso, Luigi & Pistaferri, Luigi & Fagereng, Andreas & Blomhoff Holm, Martin, 2020. "K-Returns to Education," CEPR Discussion Papers 14310, C.E.P.R. Discussion Papers.
  2. Moll, Benjamin & Fagereng, Andreas & Blomhoff Holm, Martin & Natvik, Gisle James, 2020. "Saving Behavior Across the Wealth Distribution: The Importance of Capital Gains," CEPR Discussion Papers 14355, C.E.P.R. Discussion Papers.
  3. Isaiah Hull & Or Sattath & Eleni Diamanti & Goran Wendin, 2020. "Quantum Technology for Economists," Papers 2012.04473, arXiv.org, revised Oct 2021.

2019

  1. Martin D. D. Evans & Dagfinn Rime, 2019. "Microstructure of Foreign Exchange Markets," Working Papers gueconwpa~19-19-01, Georgetown University, Department of Economics.
  2. Schrimpf, Paul & Rime, Dagfinn & Syrstad, Olav, 2019. "Covered Interest Parity Arbitrage," CEPR Discussion Papers 13637, C.E.P.R. Discussion Papers.
  3. Natvik, Gisle J. & Rime, Dagfinn & Syrstad, Olav, 2019. "Does Publication of Interest Rate Paths Provide Guidance?," Working Paper 2019/16, Norges Bank.
  4. Bekaert, Geert & Aloosh, Arash, 2019. "Currency Factors," CEPR Discussion Papers 13464, C.E.P.R. Discussion Papers.
  5. Hanna Armelius & Christoph Bertsch & Isaiah Hull & Xin Zhang, 2019. "Spread the Word: International Spillovers from Central Bank Communication," BIS Working Papers 824, Bank for International Settlements.
  6. Grodecka, Anna & Hull, Isaiah, 2019. "The Impact of Local Taxes and Public Services on Property Values," Working Paper Series 374, Sveriges Riksbank (Central Bank of Sweden).
  7. Apel, Mikael & Blix Grimaldi, Marianna & Hull, Isaiah, 2019. "How Much Information Do Monetary Policy Committees Disclose? Evidence from the FOMC's Minutes and Transcripts," Working Paper Series 381, Sveriges Riksbank (Central Bank of Sweden).

2018

  1. Martin D. D. Evans & Peter O'Neill & Dagfinn Rime & Jo Saakvitne, 2018. "Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark," Working Papers gueconwpa~18-18-18, Georgetown University, Department of Economics.
  2. David Kohn & Fernando Leibovici & Håkon Tretvoll, 2018. "Trade in Commodities and Business Cycle Volatility," Working Papers 2018-5, Federal Reserve Bank of St. Louis.
  3. Andreas Fagereng & Magne Mogstad & Marte Rønning, 2018. "Why Do Wealthy Parents Have Wealthy Children?," CESifo Working Paper Series 6955, CESifo.
  4. Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2018. "Heterogeneity and Persistence in Returns to Wealth," CESifo Working Paper Series 7107, CESifo.
  5. Andreas Fagereng & Martin B. Holm & Gisle J. Natvik, 2018. "MPC Heterogeneity and Household Balance Sheets," CESifo Working Paper Series 7134, CESifo.

2017

  1. Martin D.D. Evans & Dagfinn Rime, 2017. "Exchange rates, interest rates and the global carry trade," Working Paper 2017/14, Norges Bank.
  2. Dagfinn Rime & Andreas Schrimpf & Olav Syrstad, 2017. "Segmented money markets and covered interest parity arbitrage," BIS Working Papers 651, Bank for International Settlements.
  3. Burkart, Mike & Miglietta, Salvatore & Ostergaard, Charlotte, 2017. "Why Do Boards Exist? Governance Design in the Absence of Corporate Law," CEPR Discussion Papers 12147, C.E.P.R. Discussion Papers.
  4. Guiso, Luigi & Pistaferri, Luigi & Fagereng, Andreas, 2017. "Firm-Related Risk and Precautionary Saving Response," CEPR Discussion Papers 11809, C.E.P.R. Discussion Papers.
  5. Hull, Isaiah & Olovsson, Conny & Walentin, Karl & Westermark, Andreas, 2017. "Manufacturing Decline and House Price Volatility," Working Paper Series 349, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jul 2019.
  6. Xin Zhang & Christoph Bertsch & Isaiah Hull, 2017. "Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending," 2017 Meeting Papers 442, Society for Economic Dynamics.
  7. Ariell Reshef & Hamid Boustanifar & Everett Grant, 2017. "Wages and Human Capital in Finance: International Evidence, 1970–2011," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01472400, HAL.
  8. Knüpfer, Samuli & Rantapuska, Elias & Sarvimäki, Matti, 2017. "Why does portfolio choice correlate across generations?," Bank of Finland Research Discussion Papers 25/2017, Bank of Finland.

2016

  1. Espen Henriksen & Thomas Cooley, 2016. "The Demographic Deficit," 2016 Meeting Papers 1481, Society for Economic Dynamics.
  2. Guiso, Luigi & Pistaferri, Luigi & Fagereng, Andreas & Malacrino, Davide, 2016. "Heterogeneity in Returns to Wealth and the Measurement of Wealth Inequality," CEPR Discussion Papers 11047, C.E.P.R. Discussion Papers.
  3. Guiso, Luigi & Pistaferri, Luigi & Fagereng, Andreas, 2016. "Back to background risk?," CEPR Discussion Papers 11051, C.E.P.R. Discussion Papers.
  4. Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2016. "Fed Liftoff and Subprime Loan Interest Rates: Evidence from the Peer-to-Peer Lending Market," Working Paper Series 319, Sveriges Riksbank (Central Bank of Sweden).
  5. Armelius, Hanna & Hull, Isaiah & Stenbacka Köhler, Hanna, 2016. "The timing of uncertainty shocks in a small open economy," Working Paper Series 334, Sveriges Riksbank (Central Bank of Sweden).
  6. Augustin, Patrick & Boustanifar, Hamid & Breckenfelder, Johannes & Schnitzler, Jan, 2016. "Sovereign to corporate risk spillovers," Working Paper Series 1878, European Central Bank.
  7. Hamid Boustanifar & Everett Grant & Ariell Reshef, 2016. "Wages and human capital in finance: international evidence, 1970-2005," Globalization Institute Working Papers 266, Federal Reserve Bank of Dallas.
  8. Keluoharju, Matti & Knüpfer, Samuli & Tåg, Joacim, 2016. "What Prevents Women from Reaching the Top?," Working Paper Series 1111, Research Institute of Industrial Economics, revised 09 Feb 2022.

2015

  1. Martin Evans & Dagfinn Rime, 2015. "Order Flow Information and Spot Rate Dynamics," Working Papers gueconwpa~15-15-02, Georgetown University, Department of Economics.
  2. Francis Breedon & Dagfinn Rime & Paolo Vitale, 2015. "Carry Trades, Order Flow and the Forward Bias Puzzle," Working Papers 761, Queen Mary University of London, School of Economics and Finance.
  3. Andreas Fagereng & Elin Halvorsen, 2015. "Imputing consumption from Norwegian income and wealth registry data," Discussion Papers 831, Statistics Norway, Research Department.
  4. Hull, Isaiah, 2015. "Amortization Requirements and Household Indebtedness: An Application to Swedish- Style Mortgages," Working Paper Series 298, Sveriges Riksbank (Central Bank of Sweden).
  5. Hull, Isaiah, 2015. "What Broke First? Characterizing Sources of Structural Change Prior to the Great Recession," Working Paper Series 301, Sveriges Riksbank (Central Bank of Sweden).
  6. Paul Ehling & Michael Gallmeyer & Christian Heyerdahl-Larsen & Philipp Illeditsch, 2015. "Disagreement about inflation and the yield curve," Working Papers 1532, Banco de España.

2014

  1. Yin-Wong Cheung & Dagfinn Rime, 2014. "The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market," CESifo Working Paper Series 4850, CESifo.
  2. Marcel Fratzscher & Dagfinn Rime & Lucio Sarno & Gabriele Zinna, 2014. "The scapegoat theory of exchange rates: the first tests," Temi di discussione (Economic working papers) 991, Bank of Italy, Economic Research and International Relations Area.
  3. Aloosh, Arash, 2014. "Global Variance Risk Premium and Forex Return Predictability," MPRA Paper 59931, University Library of Munich, Germany.
  4. Joel M. David & Espen Henriksen & Ina Simonovska, 2014. "The Risky Capital of Emerging Markets," NBER Working Papers 20769, National Bureau of Economic Research, Inc.
  5. Hull, Isaiah, 2014. "The Macro-Financial Implications of House Price-Indexed Mortgage Contracts," Working Paper Series 287, Sveriges Riksbank (Central Bank of Sweden).
  6. Paul Ehling & Christian Heyerdahl-Larsen, 2014. "Correlations," Working Papers 1413, Banco de España.
  7. Paul Ehling & David Haushalter, 2014. "When does cash matter? Evidence for private firms," Working Papers 1412, Banco de España.
  8. Keloharju, Matti & Knüpfer, Samuli, 2014. "Are CEOs Born Leaders? Lessons from Traits of a Million Individuals," Working Paper Series 1024, Research Institute of Industrial Economics, revised 16 Apr 2015.
  9. Jørgensen, Kjell & Skjeltorp, Johannes Atle & Ødegaard, Bernt Arne, 2014. "Throttling hyperactive robots - Message to trade ratios at the Oslo Stock Exchange," UiS Working Papers in Economics and Finance 2014/3, University of Stavanger.

2013

  1. David Backus & Thomas Cooley & Espen Henriksen, 2013. "Demography and Low Frequency Capital Flows," NBER Working Papers 19465, National Bureau of Economic Research, Inc.
  2. Ina Simonovska & Espen Henriksen, 2013. "Time-Varying Risk Premia and Capital Flows to Developing Countries," 2013 Meeting Papers 1258, Society for Economic Dynamics.
  3. Hakon Tretvoll, 2013. "Investment-Specific Technology Shocks and Recursive Preferences," 2013 Meeting Papers 1207, Society for Economic Dynamics.
  4. Guiso, Luigi & Gottlieb, Charles & Fagereng, Andreas, 2013. "Asset Market Participation and Portfolio Choice over the Life Cycle," CEPR Discussion Papers 9691, C.E.P.R. Discussion Papers.
  5. Hull, Isaiah, 2013. "Approximate dynamic programming with postdecision states as a solution method for dynamic economic models," Working Paper Series 276, Sveriges Riksbank (Central Bank of Sweden).
  6. Hull, Isaiah, 2013. "Predicting the Spread of Financial Innovations: An Epidemiological Approach," Working Paper Series 279, Sveriges Riksbank (Central Bank of Sweden).
  7. Reindl, Johann & Stoughton, Neal & Zechner, Josef, 2013. "Market implied costs of bankruptcy," CFS Working Paper Series 2013/27, Center for Financial Studies (CFS).
  8. Kaustia, Markku & Knüpfer, Samuli & Torstila, Sami, 2013. "Stock ownership and political behavior: Evidence from demutualization," SAFE Working Paper Series 2, Leibniz Institute for Financial Research SAFE.

2012

  1. Dagfinn Rime & Hans Jørgen Tranvåg, 2012. "The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence," Working Paper 2012/01, Norges Bank.
  2. Michael King & Carol Osler & Dagfinn Rime, 2012. "The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward," Working Papers 54, Brandeis University, Department of Economics and International Business School.
  3. Espen Henriksen & Frederic Lambert, 2012. ""Imbalances" For the Long Run," Working Papers 12-22, New York University, Leonard N. Stern School of Business, Department of Economics.
  4. Hakon Tretvoll, 2012. "Real exchange rate variability in a two country business cycle model," 2012 Meeting Papers 911, Society for Economic Dynamics.
  5. Christoph Basten & Andreas Fagereng & Kjetil Telle, 2012. "Cash-on-Hand and the Duration of Job Search: Quasi-Experimental Evidence from Norway," CESifo Working Paper Series 3898, CESifo.
  6. Christoph Basten & Andreas Fagereng & Kjetil Telle, 2012. "Saving and portfolio allocation before and after job loss," KOF Working papers 12-298, KOF Swiss Economic Institute, ETH Zurich.
  7. Christoph Carl Basten & Andreas Fagereng & Kjetil Telle, 2012. "Cash-on-Hand and the Duration of Job Search," KOF Working papers 12-299, KOF Swiss Economic Institute, ETH Zurich.
  8. Janis Berzins & Øyvind Bøhren & Bogdan Stacescu, 2012. "Stockholder Conflicts and Dividends," Working Papers 1202, Departament Empresa, Universitat Autònoma de Barcelona, revised Mar 2012.
  9. Artashes Karapetyan & Bogdan Stacescu, 2012. "Information sharing and information acquisition: Ownership and coverage," Working Paper 2011/23, Norges Bank.
  10. Artashes Karapetyan & Bogdan Stacescu, 2012. "Collateral and repeated lending," Working Paper 2012/18, Norges Bank.
  11. Artashes Karapetyan & Bogdan Stacescu, 2012. "Does information sharing reduce the role of collateral as a screening device?," Working Paper 2012/19, Norges Bank.

2011

  1. Martin D. D. Evans & Dagfinn Rime, 2011. "Micro approaches to foreign exchange determination," Working Paper 2011/05, Norges Bank.
  2. Michael R. King & Carol Osler & Dagfinn Rime, 2011. "Foreign exchange market structure, players and evolution," Working Paper 2011/10, Norges Bank.
  3. Sørensen, Bent E & Ostergaard, Charlotte & Sasson, Amir, 2011. "The marginal value of cash, cash flow sensitivities, and bank-finance shocks in nonlisted firms," CEPR Discussion Papers 8278, C.E.P.R. Discussion Papers.
  4. Arash, Aloosh, 2011. "Variance Risk Premium Differentials and Foreign Exchange Returns," MPRA Paper 40829, University Library of Munich, Germany, revised 18 Aug 2012.
  5. Agarwal, Vikas & Gómez, Juan-Pedro & Priestley, Richard, 2011. "Management compensation and market timing under portfolio constraints," CFR Working Papers 11-16, University of Cologne, Centre for Financial Research (CFR).

2010

  1. Vitale, Paolo & Rime, Dagfinn & Breedon, Francis, 2010. "A Transaction Data Study of the Forward Bias Puzzle," CEPR Discussion Papers 7791, C.E.P.R. Discussion Papers.
  2. Charlotte Østergaard & Amir Sasson & Bent E. Sørensen, 2010. "Real and financial tradeoffs in non-listed firms: Cash flow sensitivities and how they change with shocks to firms' main-bank," Working Paper 2010/27, Norges Bank.
  3. Artashes Karapetyan & Bogdan Stacescu, 2010. "Information sharing and information acquisition in credit markets," Working Paper 2010/24, Norges Bank.
  4. Jørgensen, Kjell & Valseth, Siri, 2010. "A market microstructure approach to cross-market spillovers," UiS Working Papers in Economics and Finance 2010/11, University of Stavanger.

2009

  1. Geir H. Bjønnes & Carol L. Osler & Dagfinn Rime, 2009. "Asymmetric information in the interbank foreign exchange market," Working Paper 2008/25, Norges Bank.
  2. Charlotte Ostergaard & Ibolya Schindele & Bent Vale, 2009. "Social capital and the viability of stakeholder-oriented firms: Evidence from Norwegian savings banks," Working Paper 2009/14, Norges Bank.
  3. Espen Henriksen & Finn E. Kydland & Roman Sustek, 2009. "Globally Correlated Nominal Fluctuations," NBER Working Papers 15123, National Bureau of Economic Research, Inc.
  4. David Backus & Espen Henriksen & Frederic Lambert & Christopher Telmer, 2009. "Current Account Fact and Fiction," NBER Working Papers 15525, National Bureau of Economic Research, Inc.
  5. Philipp Illeditsch & Michael Gallmeyer & Christian Heyerdahl-Larsen & Paul Ehling, 2009. "Beliefs about Inflation and the Term Structure of Interest Rates," 2009 Meeting Papers 1223, Society for Economic Dynamics.

2008

  1. Q. Farooq Akram & Dagfinn Rime & Lucio Sarno, 2008. "Does the law of one price hold in international financial markets? Evidence from tick data," Working Paper 2008/19, Norges Bank.
  2. Yuliya Demyanyk & Charlotte Ostergaard & Bent E. Sorensen, 2008. "Risk sharing and portfolio allocation in EMU," European Economy - Economic Papers 2008 - 2015 334, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  3. Henriksen, Espen & Kydland, Finn & Sustek, Roman, 2008. "The High Cross-Country Correlations of Prices and Interest Rates," MPRA Paper 10963, University Library of Munich, Germany.
  4. Roman Sustek & Finn Kydland & Espen Henriksen, 2008. "The High Correlations of Prices and Interest Rates across Nations," 2008 Meeting Papers 773, Society for Economic Dynamics.
  5. Stathis Tompaidis & Sanjay Srivastava & Michael Gallmeyer & Paul Ehling, 2008. "Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses," 2008 Meeting Papers 769, Society for Economic Dynamics.

2007

  1. Dagfinn Rime & Lucio Sarno & Elvira Sojli, 2007. "Exchange rate forecasting, order flow and macroeconomic information," Working Paper 2007/02, Norges Bank.
  2. Rime, Dagfinn & Sucarrat, Genaro, 2007. "Exchange rate variability, market activity and heterogeneity," UC3M Working papers. Economics we077039, Universidad Carlos III de Madrid. Departamento de Economía.
  3. David Backus & Espen Henriksen & Kjetil Storesletten, 2007. "Taxes and the Global Allocation of Capital," NBER Working Papers 13624, National Bureau of Economic Research, Inc.
  4. Pål Boug & Andreas Fagereng, 2007. "Exchange rate volatility and export performance: A cointegrated VAR approach," Discussion Papers 522, Statistics Norway, Research Department.
  5. Daniel Aunon-Nerin & Paul Ehling, 2007. "Why Firms Purchase Property Insurance?," Swiss Finance Institute Research Paper Series 07-16, Swiss Finance Institute.
  6. De Santis, Roberto A. & Ehling, Paul, 2007. "Do international portfolio investors follow firms' foreign investment decisions?," Working Paper Series 815, European Central Bank.

2006

  1. Yuliya Demyanyk & Charlotte Ostergaard & Bent E. Sørensen, 2006. "FU.S. banking deregulation, small businesses, and interstate insurance of personal income," Working Paper 2006/09, Norges Bank.
  2. Espen Henriksen & Steve Spear, 2006. "Dynamic Suboptimality of Competitive Equilibrium in Multiperiod Overlapping Generations Economies," Computing in Economics and Finance 2006 223, Society for Computational Economics.
  3. Espen Henriksen & Stephen Spear, 2006. "Dynamic Suboptimality of Competitive Equilibrium in Multiperiod Stochastic Overlapping Generations Economies," 2006 Meeting Papers 35, Society for Economic Dynamics.
  4. Jacek Rostowski & Bogdan Stacescu, 2006. "The Wig and the Pith Helmet - the Impact of "Legal School" versus Colonial Institutions on Economic Performance (second version)," CASE Network Studies and Analyses 0300, CASE-Center for Social and Economic Research.
  5. Costas Xiouros, 2006. "Asset price volatilities and trading volumes in heterogeneous agent economies," Computing in Economics and Finance 2006 466, Society for Computational Economics.

2005

  1. Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno, 2005. "Arbitrage in the foreign exchange market: Turning on the microscope," Working Paper 2005/12, Norges Bank.
  2. Bjönnes, Geir H. & Holden, Steinar & Rime, Dagfinn & Solheim, Haakon O.Aa., 2005. "'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks," SIFR Research Report Series 38, Institute for Financial Research.
  3. Luc, BAUWENS & Dagfinn, RIME & Genaro, SUCARRAT, 2005. "Exchange Rate Volatility and the Mixture of Distribution Hypothesis," Discussion Papers (ECON - Département des Sciences Economiques) 2005043, Université catholique de Louvain, Département des Sciences Economiques.
  4. Finn Kydland & Espen Henriksen, 2005. "Endogenous Money, Inflation and Welfare," 2005 Meeting Papers 919, Society for Economic Dynamics.
  5. Eckbo, B Espen & Norli, Øyvind, 2005. "Liquidity Risk, Leverage and Long-Run IPO Returns," CEPR Discussion Papers 4832, C.E.P.R. Discussion Papers.
  6. Eckbo, B Espen & Norli, Øyvind, 2005. "The Choice of Seasoned-Equity Selling Mechanism: Theory and Evidence," CEPR Discussion Papers 4833, C.E.P.R. Discussion Papers.

2004

  1. Geir Høidal Bjønnes & Dagfinn Rime & Haakon O. Aa. Solheim, 2004. "Liquidity provision in the overnight foreign exchange market," Discussion Papers 391, Statistics Norway, Research Department.
  2. Claudia M. Buch & John C. Driscoll & Charlotte Ostergaard, 2004. "Cross-Border Diversification in Bank Asset Portfolios," Working Paper 2004/11, Norges Bank.
  3. Espen Henriksen & Chris Telmer, 2004. "Demographic Variation, Capital Accumulation and Asset Prices," GSIA Working Papers 2004-E26, Carnegie Mellon University, Tepper School of Business.
  4. Hardouvelis, Gikas & Priestley, Richard & Malliaropoulos, Dimitrios, 2004. "The Impact of Globalization on the Equity Cost of Capital," CEPR Discussion Papers 4346, C.E.P.R. Discussion Papers.
  5. Paul EHLING & Sofia B. RAMOS, 2004. "Geographic Versus Industry Diversification: Contraints Matter," FAME Research Paper Series rp113, International Center for Financial Asset Management and Engineering.
  6. Paul Ehling, 2004. "Consumption, Portfolio Policies and Dynamic Equilibrium in the Presence of Preference for Ownership," Econometric Society 2004 North American Winter Meetings 311, Econometric Society.
  7. Keloharju, Matti & Torstila, Sami & Knüpfer, Samuli, 2004. "Do Retail Incentives Work in Privatizations?," CEPR Discussion Papers 4612, C.E.P.R. Discussion Papers.

2003

  1. Geir Hoidal Bjonnes & Dagfinn Rime & Haakon O. Aa. Solheim, 2003. "Volume and Volatility in the FX Market: Does it matter who you are?," Working Paper 2003/7, Norges Bank.
  2. Geir Hoidal Bjonnes & Dagfinn Rime, 2003. "Dealer Behavior and Trading Systems in Foreign Exchange Markets," Working Paper 2003/10, Norges Bank.
  3. Paul EHLING & Sofia B. RAMOS, 2003. "Geographical versus Industrial Diversification: A Mean Variance Spanning Approach," FAME Research Paper Series rp80, International Center for Financial Asset Management and Engineering.

2002

  1. Richard Payne & Charles Goodhart & Dagfinn Rime, 2002. "Analysis of spreads in the Dollar/Euro and Deutsche Mark/Dollar foreign exchange markets," FMG Discussion Papers dp467, Financial Markets Group.

2001

  1. Rime, Dagfinn, 2001. "U.S. Exchange Rates and Currency Flows," SIFR Research Report Series 4, Institute for Financial Research.
  2. Yosha, Oved & Sørensen, Bent E & Ostergaard, Charlotte, 2001. "Consumption and Aggregate Constraints: Evidence from US States and Canadian Provinces," CEPR Discussion Papers 2947, C.E.P.R. Discussion Papers.
  3. Henriksen, E & Knarvik, K.H.M. & Steen, F., 2001. "Economies of Scale in European Manufacturing Revisited," Papers 12/2001, Norwegian School of Economics and Business Administration-.
  4. Hoidal Bjonnes, Geir, 2001. "Winner's Curse in Discriminatory Price Auctions: Evidence from the Norwegian Treasury Bill Auctions," SIFR Research Report Series 3, Institute for Financial Research.

2000

  1. Rime,D., 2000. "Private or public information in foreign exchange markets? : an empirical analysis," Memorandum 14/2000, Oslo University, Department of Economics.
  2. Bjonnes,H. & Rime,D., 2000. "FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets," Memorandum 29/2000, Oslo University, Department of Economics.
  3. Bjonnes,H. & Rime,D., 2000. "Customer trading and information in foreign exchange markets," Memorandum 30/2000, Oslo University, Department of Economics.
  4. Charlotte Ostergaard, 2000. "External Financing Costs and Banks Loan Supply: Does the Structure of the Bank Sector Matter?," FMG Discussion Papers dp357, Financial Markets Group.

1999

  1. Hardouvelis, Gikas A & Malliaropoulos, Dimitrios & Priestley, Richard, 1999. "EMU and European Stock Market Integration," CEPR Discussion Papers 2124, C.E.P.R. Discussion Papers.

1998

  1. Bent E. Sorensen & Charlotte Ostergaard & Oved Yosha, 1998. "Permanent Income, Consumption and Aggregate Constraints: Evidence from US States," FMG Discussion Papers dp287, Financial Markets Group.

Undated

  1. Espen Henriksen & Stephen Spear, "undated". "Endogenous Market Incompleteness Without Market Frictions: Dynamic Suboptimality of Competitive Equilibrium in Multiperiod Overlapping Generations Economies," GSIA Working Papers 2005-E37, Carnegie Mellon University, Tepper School of Business.
  2. Ian Garrett & Richard Priestley, "undated". "Miller-Modigliani, Behavioural Models of Dividend Policy and the Dividend Behaviour of the Aggregate Stock Market : Some Evidence for the UK," CERF Discussion Paper Series 91-06, Economics and Finance Section, School of Social Sciences, Brunel University.
  3. Antonios Antoniou & David G. Barr & Richard Priestley, "undated". "Measuring the Excess Profits of the UK’s recently Privatised Utilities," Economics and Finance Discussion Papers 97-02, Economics and Finance Section, School of Social Sciences, Brunel University.
  4. Ian Garrett & Richard Priestley, "undated". "Modelling the dividend behaviour of the aggregate US stock market ," CERF Discussion Paper Series 95-10, Economics and Finance Section, School of Social Sciences, Brunel University.
  5. David G. Barr & Richard Priestley, "undated". "Expected Returns, Risk, and the Integration of International Bond Markets," Economics and Finance Discussion Papers 97-01, Economics and Finance Section, School of Social Sciences, Brunel University.
  6. Andrew Clare & Richard Priestley, "undated". "Risk factors in the Malaysian stock market," CERF Discussion Paper Series 97-03, Economics and Finance Section, School of Social Sciences, Brunel University.
  7. Richard Priestley, "undated". "Seasonality, stock returns and the macroeconomy," CERF Discussion Paper Series 95-06, Economics and Finance Section, School of Social Sciences, Brunel University.
  8. Antonios Antoniou, Phil Holmes & Richard Priestley, "undated". "The effects of stock index futures trading on stock index volatility: an analysis of the asymmetric response of volatility to news," CERF Discussion Paper Series 95-13, Economics and Finance Section, School of Social Sciences, Brunel University.
  9. Ian Garrett & Richard Priestley, "undated". "Do Assumptions about Factor Structure Matter in Identifying the Number of Significant Factors in Test of the APT ?," CERF Discussion Paper Series 95-05, Economics and Finance Section, School of Social Sciences, Brunel University.
  10. Richard Priestley, "undated". "An asset pricing approach to estimating the persistence in expected returns," CERF Discussion Paper Series 97-01, Economics and Finance Section, School of Social Sciences, Brunel University.
  11. Antonios Antoniou & Ian Garrett & Richard Priestley, "undated". "Common Factors and the Empirical Validity of the Arbitrage Pricing Theory," CERF Discussion Paper Series 95-03, Economics and Finance Section, School of Social Sciences, Brunel University.
  12. Andrew Clare & Richard Priestley, "undated". "Calculating the probability of failure of the Norwegian banking sector," CERF Discussion Paper Series 97-02, Economics and Finance Section, School of Social Sciences, Brunel University.
  13. Andrew Clare, Richard Priestley & Steven Thomas, "undated". "Reports of beta's death are premature: evidence from the UK," CERF Discussion Paper Series 96-05, Economics and Finance Section, School of Social Sciences, Brunel University.

Journal articles

2023

  1. Zilja, Flladina & Benito, Gabriel R.G. & Boustanifar, Hamid & Zhang, Dan, 2023. "CEO wealth and cross-border acquisitions by SMEs," International Business Review, Elsevier, vol. 32(6).

2022

  1. Isaiah Hull & Conny Olovsson & Karl Walentin & Andreas Westermark, 2022. "Manufacturing Decline and House Price Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 45, pages 264-281, July.
  2. Mikael Apel & Marianna Blix Grimaldi & Isaiah Hull, 2022. "How Much Information Do Monetary Policy Committees Disclose? Evidence from the FOMC's Minutes and Transcripts," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(5), pages 1459-1490, August.
  3. Hamid Boustanifar, 2022. "Bankruptcy Reform, Credit Availability, and Financial Distress," Finance, Presses universitaires de Grenoble, vol. 43(3), pages 159-220.
  4. Hamid Boustanifar & Edward J. Zajac & Flladina Zilja, 2022. "Taking chances? The effect of CEO risk propensity on firms’ risky internationalization decisions," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 53(2), pages 302-325, March.

2021

  1. Geir H. Bjønnes & Carol L. Osler & Dagfinn Rime, 2021. "Price discovery in two‐tier markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 3109-3133, April.
  2. David Kohn & Fernando Leibovici & Håkon Tretvoll, 2021. "Trade in Commodities and Business Cycle Volatility," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(3), pages 173-208, July.
  3. Andreas Fagereng & Martin B. Holm & Gisle J. Natvik, 2021. "MPC Heterogeneity and Household Balance Sheets," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(4), pages 1-54, October.
  4. Andreas Fagereng & Magne Mogstad & Marte Rønning, 2021. "Why Do Wealthy Parents Have Wealthy Children?," Journal of Political Economy, University of Chicago Press, vol. 129(3), pages 703-756.
  5. Hull, Isaiah, 2021. "A Note On Measuring Us Time Series Volatility During The Great Moderation," Macroeconomic Dynamics, Cambridge University Press, vol. 25(4), pages 1126-1143, June.
  6. Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2021. "Narrative fragmentation and the business cycle," Economics Letters, Elsevier, vol. 201(C).
  7. Christoph Bertsch & Isaiah Hull & Xin Zhang, 2021. "Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-47, December.
  8. Karim Chalak & Daniel Kim, 2021. "Measurement Error Without the Proxy Exclusion Restriction," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 200-216, January.

2020

  1. Natvik, Gisle J. & Rime, Dagfinn & Syrstad, Olav, 2020. "Does publication of interest rate paths provide guidance?," Journal of International Money and Finance, Elsevier, vol. 103(C).
  2. Aloosh, Arash & Ouzan, Samuel, 2020. "The psychology of cryptocurrency prices," Finance Research Letters, Elsevier, vol. 33(C).
  3. Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2020. "Heterogeneity and Persistence in Returns to Wealth," Econometrica, Econometric Society, vol. 88(1), pages 115-170, January.
  4. Bertsch, Christoph & Hull, Isaiah & Qi, Yingjie & Zhang, Xin, 2020. "Bank misconduct and online lending," Journal of Banking & Finance, Elsevier, vol. 116(C).
  5. Armelius, Hanna & Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2020. "Spread the Word: International spillovers from central bank communication," Journal of International Money and Finance, Elsevier, vol. 103(C).
  6. Chalak, Karim & Kim, Daniel, 2020. "Measurement error in multiple equations: Tobin’s q and corporate investment, saving, and debt," Journal of Econometrics, Elsevier, vol. 214(2), pages 413-432.

2019

  1. Bøhren, Øyvind & Stacescu, Bogdan & Almli, Line F. & Søndergaard, Kathrine L., 2019. "When Does the Family Govern the Family Firm?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(5), pages 2085-2117, October.
  2. Berzins, Janis & Bøhren, Øyvind & Stacescu, Bogdan, 2019. "Dividends and taxes: The moderating role of agency conflicts," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 583-604.

2018

  1. Cooley, Thomas & Henriksen, Espen, 2018. "The demographic deficit," Journal of Monetary Economics, Elsevier, vol. 93(C), pages 45-62.
  2. Hakon Tretvoll, 2018. "Real Exchange Variability in a Two-Country Business Cycle Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 27, pages 123-145, January.
  3. Andreas Fagereng & Luigi Guiso & Luigi Pistaferri, 2018. "Portfolio Choices, Firm Shocks, and Uninsurable Wage Risk," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 437-474.
  4. Hamid Boustanifar & Everett Grant & Ariell Reshef, 2018. "Wages and Human Capital in Finance: International Evidence, 1970–2011 [Financial reform: what shakes it? What shapes it?]," Review of Finance, European Finance Association, vol. 22(2), pages 699-745.
  5. Patrick Augustin & Hamid Boustanifar & Johannes Breckenfelder & Jan Schnitzler, 2018. "Sovereign to Corporate Risk Spillovers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(5), pages 857-891, August.
  6. Paul Ehling & Michael Gallmeyer & Sanjay Srivastava & Stathis Tompaidis & Chunyu Yang, 2018. "Portfolio Tax Trading with Carryover Losses," Management Science, INFORMS, vol. 64(9), pages 4156-4176, September.
  7. Ehling, Paul & Gallmeyer, Michael & Heyerdahl-Larsen, Christian & Illeditsch, Philipp, 2018. "Disagreement about inflation and the yield curve," Journal of Financial Economics, Elsevier, vol. 127(3), pages 459-484.
  8. Paul Ehling & Alessandro Graniero & Christian Heyerdahl-Larsen, 2018. "Asset Prices and Portfolio Choice with Learning from Experience," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(3), pages 1752-1780.
  9. Berg, Magnus & Bøhren, Øyvind & Vassnes, Erik, 2018. "Modeling the response to exogenous shocks: The capital uplift rate in petroleum taxation," Energy Economics, Elsevier, vol. 69(C), pages 442-455.
  10. Janis Berzins & Øyvind Bøhren & Bogdan Stacescu, 2018. "Shareholder Conflicts and Dividends [A theory of dividends based on tax clienteles]," Review of Finance, European Finance Association, vol. 22(5), pages 1807-1840.
  11. Adams, Renée & Keloharju, Matti & Knüpfer, Samuli, 2018. "Are CEOs born leaders? Lessons from traits of a million individuals," Journal of Financial Economics, Elsevier, vol. 130(2), pages 392-408.

2017

  1. Andreas Fagereng & Luigi Guiso & Luigi Pistaferri, 2017. "Firm-Related Risk and Precautionary Saving Response," American Economic Review, American Economic Association, vol. 107(5), pages 393-397, May.
  2. Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2017. "Asset Market Participation and Portfolio Choice over the Life-Cycle," Journal of Finance, American Finance Association, vol. 72(2), pages 705-750, April.
  3. Fagereng, Andreas & Halvorsen, Elin, 2017. "Imputing consumption from Norwegian income and wealth registry data," Journal of Economic and Social Measurement, IOS Press, issue 1, pages 67-100.
  4. Armelius, Hanna & Hull, Isaiah & Stenbacka Köhler, Hanna, 2017. "The timing of uncertainty shocks in a small open economy," Economics Letters, Elsevier, vol. 155(C), pages 31-34.
  5. Hull, Isaiah, 2017. "Amortization requirements and household indebtedness: An application to Swedish-style mortgages," European Economic Review, Elsevier, vol. 91(C), pages 72-88.
  6. Paul Ehling & Christian Heyerdahl-Larsen, 2017. "Correlations," Management Science, INFORMS, vol. 63(6), pages 1919-1937, June.
  7. Samuli Knüpfer & Elias Rantapuska & Matti Sarvimäki, 2017. "Formative Experiences and Portfolio Choice: Evidence from the Finnish Great Depression," Journal of Finance, American Finance Association, vol. 72(1), pages 133-166, February.

2016

  1. Francis Breedon & Dagfinn Rime & Paolo Vitale, 2016. "Carry Trades, Order Flow, and the Forward Bias Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1113-1134, September.
  2. Evans, Martin D.D. & Rime, Dagfinn, 2016. "Order flow information and spot rate dynamics," Journal of International Money and Finance, Elsevier, vol. 69(C), pages 45-68.
  3. Charlotte Ostergaard & Ibolya Schindele & Bent Vale, 2016. "Social Capital and the Viability of Stakeholder-Oriented Firms: Evidence from Savings Banks," Review of Finance, European Finance Association, vol. 20(5), pages 1673-1718.
  4. Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2016. "Heterogeneity in Returns to Wealth and the Measurement of Wealth Inequality," American Economic Review, American Economic Association, vol. 106(5), pages 651-655, May.
  5. Christoph Basten & Andreas Fagereng & Kjetil Telle, 2016. "Saving and Portfolio Allocation Before and After Job Loss," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 293-324, March.
  6. Isaiah Hull, 2016. "The development and spread of financial innovations," Quantitative Economics, Econometric Society, vol. 7(2), pages 613-636, July.
  7. Mark Grinblatt & Seppo Ikäheimo & Matti Keloharju & Samuli Knüpfer, 2016. "IQ and Mutual Fund Choice," Management Science, INFORMS, vol. 62(4), pages 924-944, April.
  8. Markku Kaustia & Samuli Knüpfer & Sami Torstila, 2016. "Stock Ownership and Political Behavior: Evidence from Demutualizations," Management Science, INFORMS, vol. 62(4), pages 945-963, April.

2015

  1. Fratzscher, Marcel & Rime, Dagfinn & Sarno, Lucio & Zinna, Gabriele, 2015. "The scapegoat theory of exchange rates: the first tests," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 1-21.
  2. Øyvind Norli & Charlotte Ostergaard & Ibolya Schindele, 2015. "Liquidity and Shareholder Activism," The Review of Financial Studies, Society for Financial Studies, vol. 28(2), pages 486-520.
  3. Hull, Isaiah, 2015. "Approximate dynamic programming with post-decision states as a solution method for dynamic economic models," Journal of Economic Dynamics and Control, Elsevier, vol. 55(C), pages 57-70.
  4. Hull, Isaiah, 2015. "The macro-financial implications of house price-indexed mortgage contracts," Economics Letters, Elsevier, vol. 127(C), pages 81-85.
  5. Ehling, Paul & Heyerdahl-Larsen, Christian, 2015. "Complete and incomplete financial markets in multi-good economies," Journal of Economic Theory, Elsevier, vol. 160(C), pages 438-462.

2014

  1. Geir H. Bjønnes & Steinar Holden & Dagfinn Rime & Haakon O. Aa. Solheim, 2014. "“Large” versus “Small” Players: A Closer Look at the Dynamics of Speculative Attacks," Scandinavian Journal of Economics, Wiley Blackwell, vol. 116(2), pages 506-538, April.
  2. Cheung, Yin-Wong & Rime, Dagfinn, 2014. "The offshore renminbi exchange rate: Microstructure and links to the onshore market," Journal of International Money and Finance, Elsevier, vol. 49(PA), pages 170-189.
  3. Christoph Basten & Andreas Fagereng & Kjetil Telle, 2014. "Cash‐on‐hand and the Duration of Job Search: Quasi‐experimental Evidence from Norway," Economic Journal, Royal Economic Society, vol. 0(576), pages 540-568, May.
  4. Boustanifar, Hamid, 2014. "Finance and employment: Evidence from U.S. banking reforms," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 343-354.
  5. Boustanifar, Hamid, 2014. "Information acquisition, foreign bank entry, and credit allocation," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(3), pages 324-336.
  6. Hamid, 2014. "Bank deregulation and relative wages in finance," Applied Economics Letters, Taylor & Francis Journals, vol. 21(2), pages 69-74, January.
  7. Bøhren, Øyvind & Staubo, Siv, 2014. "Does mandatory gender balance work? Changing organizational form to avoid board upheaval," Journal of Corporate Finance, Elsevier, vol. 28(C), pages 152-168.
  8. Salvatore Miglietta, 2014. "Incentives and Relative Wealth Concerns," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(04), pages 1-34.
  9. Karapetyan, Artashes & Stacescu, Bogdan, 2014. "Does information sharing reduce the role of collateral as a screening device?," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 48-57.
  10. Artashes Karapetyan & Bogdan Stacescu, 2014. "Information Sharing and Information Acquisition in Credit Markets," Review of Finance, European Finance Association, vol. 18(4), pages 1583-1615.

2013

  1. King, Michael R. & Osler, Carol L. & Rime, Dagfinn, 2013. "The market microstructure approach to foreign exchange: Looking back and looking forward," Journal of International Money and Finance, Elsevier, vol. 38(C), pages 95-119.
  2. Dagfinn Rime & Andreas Schrimpf, 2013. "The anatomy of the global FX market through the lens of the 2013 Triennial Survey," BIS Quarterly Review, Bank for International Settlements, December.
  3. Henriksen, Espen & Kydland, Finn E. & Šustek, Roman, 2013. "Globally correlated nominal fluctuations," Journal of Monetary Economics, Elsevier, vol. 60(6), pages 613-631.
  4. Ilan Cooper & Richard Priestley, 2013. "The World Business Cycle and Expected Returns," Review of Finance, European Finance Association, vol. 17(3), pages 1029-1064.
  5. Bøhren, Øyvind & Krosvik, Nils Erik, 2013. "The economics of minority freezeouts: Evidence from the courtroom," International Review of Law and Economics, Elsevier, vol. 36(C), pages 48-58.
  6. Bøhren, Øyvind & Josefsen, Morten G., 2013. "Stakeholder rights and economic performance: The profitability of nonprofits," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4073-4086.
  7. Roche, Hervé & Tompaidis, Stathis & Yang, Chunyu, 2013. "Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios," Journal of Financial Economics, Elsevier, vol. 109(3), pages 775-796.
  8. Berzins, Janis & Liu, Crocker H. & Trzcinka, Charles, 2013. "Asset management and investment banking," Journal of Financial Economics, Elsevier, vol. 110(1), pages 215-231.

2012

  1. Dagfinn Rime & Hans Jørgen Tranvåg, 2012. "Flows Of The Pacific: Asian Foreign Exchange Markets Through Tranquility And Turbulence," Pacific Economic Review, Wiley Blackwell, vol. 17(3), pages 434-466, August.
  2. Henriksen, Espen & Spear, Stephen, 2012. "Endogenous market incompleteness without market frictions: Dynamic suboptimality of competitive equilibrium in multiperiod overlapping generations economies," Journal of Economic Theory, Elsevier, vol. 147(2), pages 426-449.
  3. Agarwal, Vikas & Gómez, Juan-Pedro & Priestley, Richard, 2012. "Management compensation and market timing under portfolio constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 36(10), pages 1600-1625.
  4. Garrett, Ian & Priestley, Richard, 2012. "Dividend Growth, Cash Flow, and Discount Rate News," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(5), pages 1003-1028, October.
  5. Long Chen & Zhi Da & Richard Priestley, 2012. "Dividend Smoothing and Predictability," Management Science, INFORMS, vol. 58(10), pages 1834-1853, October.
  6. García, Diego & Norli, Øyvind, 2012. "Geographic dispersion and stock returns," Journal of Financial Economics, Elsevier, vol. 106(3), pages 547-565.
  7. Bøhren, Øyvind & Josefsen, Morten G. & Steen, Pål E., 2012. "Stakeholder conflicts and dividend policy," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2852-2864.
  8. Matti Keloharju & Samuli Knüpfer & Juhani Linnainmaa, 2012. "Do Investors Buy What They Know? Product Market Choices and Investment Decisions," The Review of Financial Studies, Society for Financial Studies, vol. 25(10), pages 2921-2958.
  9. Kaustia, Markku & Knüpfer, Samuli, 2012. "Peer performance and stock market entry," Journal of Financial Economics, Elsevier, vol. 104(2), pages 321-338.

2011

  1. Michael R King & Dagfinn Rime, 2011. "The $4 trillion question: what explains FX growth since the 2007 survey?," BIS Quarterly Review, Bank for International Settlements, March.
  2. Cooper, Ilan & Priestley, Richard, 2011. "Real investment and risk dynamics," Journal of Financial Economics, Elsevier, vol. 101(1), pages 182-205, July.

2010

  1. Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010. "Exchange rate forecasting, order flow and macroeconomic information," Journal of International Economics, Elsevier, vol. 80(1), pages 72-88, January.
  2. Claudia M. Buch & John C. Driscoll & Charlotte Ostergaard, 2010. "Cross‐Border Diversification in Bank Asset Portfolios," International Finance, Wiley Blackwell, vol. 13(1), pages 79-108, March.
  3. Espen Henriksen & Finn Kydland, 2010. "Endogenous Money, Inflation and Welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 470-486, April.
  4. Pål Boug & Andreas Fagereng, 2010. "Exchange rate volatility and export performance: a cointegrated VAR approach," Applied Economics, Taylor & Francis Journals, vol. 42(7), pages 851-864.
  5. ØYvind Bøhren & R. Øystein Strøm, 2010. "Governance and Politics: Regulating Independence and Diversity in the Board Room," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(9‐10), pages 1281-1308, November.
  6. Costas Xiouros & Fernando Zapatero, 2010. "The Representative Agent of an Economy with External Habit Formation and Heterogeneous Risk Aversion," The Review of Financial Studies, Society for Financial Studies, vol. 23(8), pages 3017-3047, August.

2009

  1. Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2009. "Does the law of one price hold in international financial markets? Evidence from tick data," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1741-1754, October.
  2. Juan‐Pedro Gómez & Richard Priestley & Fernando Zapatero, 2009. "Implications of Keeping‐Up‐with‐the‐Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence," Journal of Finance, American Finance Association, vol. 64(6), pages 2703-2737, December.

2008

  1. Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2008. "Arbitrage in the foreign exchange market: Turning on the microscope," Journal of International Economics, Elsevier, vol. 76(2), pages 237-253, December.
  2. Backus, David & Henriksen, Espen & Storesletten, Kjetil, 2008. "Taxes and the global allocation of capital," Journal of Monetary Economics, Elsevier, vol. 55(1), pages 48-61, January.
  3. Aunon-Nerin, Daniel & Ehling, Paul, 2008. "Why firms purchase property insurance," Journal of Financial Economics, Elsevier, vol. 90(3), pages 298-312, December.
  4. Markku Kaustia & Samuli Knüpfer, 2008. "Do Investors Overweight Personal Experience? Evidence from IPO Subscriptions," Journal of Finance, American Finance Association, vol. 63(6), pages 2679-2702, December.
  5. Elias Rantapuska & Samuli Knüpfer, 2008. "Which Investors Leave Money on the Table? Evidence from Rights Issues," Review of Finance, European Finance Association, vol. 12(4), pages 701-733.
  6. Matti Keloharju & Samuli Knüpfer & Sami Torstila, 2008. "Do Retail Incentives Work in Privatizations?," The Review of Financial Studies, Society for Financial Studies, vol. 21(5), pages 2061-2095, September.
  7. Jorgensen, K., 2008. "Technologies for electric, hybrid and hydrogen vehicles: Electricity from renewable energy sources in transport," Utilities Policy, Elsevier, vol. 16(2), pages 72-79, June.

2007

  1. Yuliya Demyanyk & Charlotte Ostergaard & Bent E. Sørensen, 2007. "U.S. Banking Deregulation, Small Businesses, and Interstate Insurance of Personal Income," Journal of Finance, American Finance Association, vol. 62(6), pages 2763-2801, December.
  2. Yuliya Demyanyk & Charlotte Ostergaard & Bent E. Sorensen, 2007. "Banking deregulation helps small business owners stabilize their income," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 10-11.
  3. Priestley, Richard & Odegaard, Bernt Arne, 2007. "Linear and nonlinear exchange rate exposure," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 1016-1037, October.
  4. Hardouvelis, Gikas A. & Malliaropulos, Dimitrios & Priestley, Richard, 2007. "The impact of EMU on the equity cost of capital," Journal of International Money and Finance, Elsevier, vol. 26(2), pages 305-327, March.
  5. Alex Edmans & Diego García & Øyvind Norli, 2007. "Sports Sentiment and Stock Returns," Journal of Finance, American Finance Association, vol. 62(4), pages 1967-1998, August.
  6. David Saunders & Costas Xiouros & Stavros Zenios, 2007. "Credit risk optimization using factor models," Annals of Operations Research, Springer, vol. 152(1), pages 49-77, July.

2006

  1. Luc Bauwens & Dagfinn Rime & Genaro Sucarrat, 2006. "Exchange rate volatility and the mixture of distribution hypothesis," Empirical Economics, Springer, vol. 30(4), pages 889-911, January.
  2. Gikas A. Hardouvelis & Dimitrios Malliaropulos & Richard Priestley, 2006. "EMU and European Stock Market Integration," The Journal of Business, University of Chicago Press, vol. 79(1), pages 365-392, January.
  3. Ehling, Paul & Ramos, Sofia B., 2006. "Geographic versus industry diversification: Constraints matter," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 396-416, October.
  4. Paul Halpern & Oyvind Norli, 2006. "Canadian Business Trusts: A New Organizational Structure," Journal of Applied Corporate Finance, Morgan Stanley, vol. 18(3), pages 66-75, June.
  5. Øyvind Bøhren & Jørgen Haug, 2006. "Managing Earnings with Intercorporate Investments," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(5‐6), pages 671-695, June.
  6. Bogdan Stacescu, 2006. "Dividend Policy in Switzerland," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(2), pages 153-183, June.
  7. Marios Nerouppos & David Saunders & Costas Xiouros & Stavros A. Zenios, 2006. "Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests," Multinational Finance Journal, Multinational Finance Journal, vol. 10(3-4), pages 179-221, September.

2005

  1. Bjonnes, Geir Hoidal & Rime, Dagfinn & Solheim, Haakon O.Aa., 2005. "Liquidity provision in the overnight foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 175-196, March.
  2. Bjonnes, Geir Hoidal & Rime, Dagfinn, 2005. "Dealer behavior and trading systems in foreign exchange markets," Journal of Financial Economics, Elsevier, vol. 75(3), pages 571-605, March.
  3. Eckbo, B. Espen & Norli, Oyvind, 2005. "Liquidity risk, leverage and long-run IPO returns," Journal of Corporate Finance, Elsevier, vol. 11(1-2), pages 1-35, March.

2004

  1. Barr, David G. & Priestley, Richard, 2004. "Expected returns, risk and the integration of international bond markets," Journal of International Money and Finance, Elsevier, vol. 23(1), pages 71-97, February.
  2. Priestley, Richard & Odegaard, Bernt Arne, 2004. "Exchange rate regimes and the price of exchange rate risk," Economics Letters, Elsevier, vol. 82(2), pages 181-188, February.
  3. Bohren, Oyvind & Haug, Jorgen & Michalsen, Dag, 2004. "Compliance with flexible accounting standards," The International Journal of Accounting, Elsevier, vol. 39(1), pages 1-19.

2002

  1. Charles Goodhart & Ryan Love & Richard Payne & Dagfinn Rime, 2002. "Analysis of spreads in the dollar/euro and deutschemark/dollar foreign exchange markets," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 17(35), pages 535-552.
  2. Charlotte Ostergaard & Bent E. Serensen & Oved Yosha, 2002. "Consumption and Aggregate Constraints: Evidence from U.S. States and Canadian Provinces," Journal of Political Economy, University of Chicago Press, vol. 110(3), pages 634-645, June.
  3. Clare, Andrew & Priestley, Richard, 2002. "Calculating the probability of failure of the Norwegian banking sector," Journal of Multinational Financial Management, Elsevier, vol. 12(1), pages 21-40, February.

2001

  1. Priestley, Richard, 2001. "Time-varying persistence in expected returns," Journal of Banking & Finance, Elsevier, vol. 25(7), pages 1271-1286, July.
  2. Øyvind Bøhren & Bernt Arne Ødegaard, 2001. "Patterns of Corporate Ownership: Insights from a unique data set," Nordic Journal of Political Economy, Nordic Journal of Political Economy, vol. 27, pages 55-86.

2000

  1. Antoniou, A & Barr, D G & Priestley, R, 2000. "Abnormal Stock Returns and Public Policy: The Case of the UK Privatised Electricity and Water Utilities," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(2), pages 93-106, April.
  2. Garrett, Ian & Priestley, Richard, 2000. "Dividend Behaviour and Dividend Signaling," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(2), pages 173-189, June.
  3. Eckbo, B. Espen & Masulis, Ronald W. & Norli, Oyvind, 2000. "Seasoned public offerings: resolution of the 'new issues puzzle'," Journal of Financial Economics, Elsevier, vol. 56(2), pages 251-291, May.

1999

  1. Malliaropulos, Dimitrios & Priestley, Richard, 1999. "Mean reversion in Southeast Asian stock markets," Journal of Empirical Finance, Elsevier, vol. 6(4), pages 355-384, October.

1998

  1. Clare, Andrew D. & Priestley, Richard, 1998. "Risk factors in the Malaysian stock market," Pacific-Basin Finance Journal, Elsevier, vol. 6(1-2), pages 103-114, May.
  2. Clare, A. D. & Priestley, R. & Thomas, S. H., 1998. "Reports of beta's death are premature: Evidence from the UK," Journal of Banking & Finance, Elsevier, vol. 22(9), pages 1207-1229, September.
  3. Antoniou, Antonios & Garrett, Ian & Priestley, Richard, 1998. "Calculating the equity cost of capital using the APT: the impact of the ERM," Journal of International Money and Finance, Elsevier, vol. 17(6), pages 949-965, December.

1997

  1. Andrew Clare & Richard Priestley & Stephen Thomas, 1997. "Is Beta dead? The role of alternative estimation methods," Applied Economics Letters, Taylor & Francis Journals, vol. 4(9), pages 559-562.
  2. Priestley, Richard, 1997. "Seasonality, Stock Returns and the Macroeconomy," Economic Journal, Royal Economic Society, vol. 107(445), pages 1742-1750, November.
  3. Øyvind Bøhren & Øyvind Norli, 1997. "Determinants of Intercorporate Shareholdings," Review of Finance, European Finance Association, vol. 1(2), pages 265-287.

1996

  1. Andrew Clare & Richard Priestley, 1996. "Estimating the cost of capital of the UK's newly privatized utilities," Applied Economics Letters, Taylor & Francis Journals, vol. 3(10), pages 653-657.
  2. Priestley, Richard, 1996. "The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes," Journal of Banking & Finance, Elsevier, vol. 20(5), pages 869-890, June.
  3. Terje P. Hagen & Rune J. Sørensen & Øyvind Norli, 1996. "Bargaining Strength in Budgetary Processes," Journal of Theoretical Politics, , vol. 8(1), pages 41-63, January.

1994

  1. Bohren, Oyvind & Michalsen, Dag, 1994. "Corporate cross-ownership and market aggregates: Oslo stock exchange 1980-1990," Journal of Banking & Finance, Elsevier, vol. 18(4), pages 687-704, September.

1990

  1. Bohren, Oyvind, 1990. "Theory development processes in the social sciences: The case of stochastic choice theory," Journal of Economic Psychology, Elsevier, vol. 11(1), pages 1-34, March.

1980

  1. Bohren, Oyvind & Schilbred, Cornelius, 1980. "North Sea oil taxes and the sharing of risk -- a comparative case study," Energy Economics, Elsevier, vol. 2(3), pages 145-153, July.

Chapters

2017

  1. Martin D. D. Evans & Dagfinn Rime, 2017. "Order Flow Information and Spot Rate Dynamics," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 17, pages 725-776, World Scientific Publishing Co. Pte. Ltd..
  2. Isaiah Hull & Marten Löf & Markus Tibblin, 2017. "Price information collected online and short-term inflation forecasts / Scraped sales price information and short-term CPI forecasts," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Big Data, volume 44, Bank for International Settlements.

2013

  1. David Backus & Thomas Cooley & Espen Henriksen, 2013. "Demography and Low-Frequency Capital Flows," NBER Chapters, in: NBER International Seminar on Macroeconomics 2013, pages 94-102, National Bureau of Economic Research, Inc.

2008

  1. Luc Bauwens & Dagfinn Rime & Genaro Sucarrat, 2008. "Exchange rate volatility and the mixture of distribution hypothesis," Studies in Empirical Economics, in: Luc Bauwens & Winfried Pohlmeier & David Veredas (ed.), High Frequency Financial Econometrics, pages 7-29, Springer.

Software components

2021

  1. Isaiah Hull & Conny Olovsson & Karl Walentin & Andreas Westermark, 2021. "Code and data files for "Manufacturing Decline and House Price Volatility"," Computer Codes 19-28, Review of Economic Dynamics.

2017

  1. Hakon Tretvoll, 2017. "Code and data files for "Real Exchange Variability in a Two-Country Business Cycle Model"," Computer Codes 13-34, Review of Economic Dynamics.

2009

  1. Espen Henriksen & Finn Kydland, 2009. "Code and data files for "Endogenous Money, Inflation and Welfare"," Computer Codes 07-125, Review of Economic Dynamics.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.