In Norway, pensions are conceived to be a right, and perhaps not an earned benefit. Changes in the demographic structure in the Norwegian population have produced a need for pension accumulation outside the public scope. ...

We conduct an analysis of the risk and return characteristics of the U.S. Treasury basis trade by regressing the strategy returns of the 2-year, 5-year and 10-year futures contracts on a variety of bond and equity market ...

Technology choice allows for substitution of production across states of nature and depends on state-dependent risk aversion. In equilibrium, endogenous technology choice can counter a persistent negative productivity shock ...

This study investigates which risk factors are priced in the Norwegian stock market and which asset pricing model is superior among the CAPM, the Fama- French three-factor and five-factor model and a macroeconomic model. ...

I study corporate risk management with property insurance in non-listed small and medium sized rms. I document negative relations between various ownership measures CEO salary, ownership concentration and aggregate female ...

In this thesis we study the determinants of risk premium in Norwegian covered bonds. Due to di erences in data quality and bond characteristics we study the market for EUR and NOK denominated bonds issued by Norwegian ...

We use a 2013 Norwegian policy reform to study how banks react to higher capital requirements and how these adjustments transmit to the real economy. Using bank balance sheet data, we document that banks raise capital ...

The nonlinear nexus between financial conditions indicators and the conditional distribution of GDP growth has recently been challenged. We show how one can use textual economic news combined with a shallow Neural Network ...

RIV er en forkortelse for ResidualInntektsbasert Verdsettelsesmodell. RIV har i de siste 10-15 årene fått stor anerkjennelse i akademia. Den verdsettelsesmodellen som imidlertid er mest kjent og anvendt i dag blant praktikere ...