Browsing BI Open by Author "Simarud, Terje"
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A Study of Corporate Bond Liquidity
Heggen, Marius Loe; Simarud, Terje (Master thesis, 2016)In this paper we study the liquidity of the Norwegian corporate bond market. We utilize a methodology closely related to the one developed by Dick-Nielsen, Feldhütter, and Lando (2012), and find that the spread contribution ...