Browsing NHH Brage by Author "Riis-Johansen, Espen"

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Estimating the Liquidity Premium in the Norwegian High Yield Bond Market : An Empirical Analysis of the Norwegian High Yield Bond Market and Its Liquidity Premium in the Period 2009 - 2021

Riis-Johansen, Espen; Kronberg, Joakim Aase (Master thesis, 2021)

We estimate the liquidity in the Norwegian High Yield Bond Market (Norwegian HY) using transaction data from January 01, 2009, to October 05, 2021. We aim to quantify how much investors, on average, require as compensation ...