Blar i NHH Brage på forfatter "Nersten, Ragnar"
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Liquidity in the Norwegian and Danish Covered Bond Markets: An empirical study comparing the liquidity in the secondary covered bond markets in Norway and Denmark from 2010 to 2021
Nersten, Ragnar; Dommerud, Thorvald T. (Master thesis, 2021)In this paper, we analyze and compare the liquidity in the Norwegian and Danish secondary covered bond markets using transaction data from 2010 to 2021. With sparse transaction data, measuring liquidity in the two markets ...