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Publications by Casper Christophersen

Pricing in the Norwegian Interbank Market - The Effects of Liquidity and Implicit Government Support

Oxford Bulletin of Economics and Statistics

Social Sciences

English

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Interbank Market Liquidity and Central Bank Intervention

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Mark-To-Market Accounting and Liquidity Pricing

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The Role of Interbank Relationships and Liquidity Needs

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Quantitative Easing and Liquidity in the Japanese Government Bond Market

SSRN Electronic Journal

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Risk Sensitivity of Banks, Interbank Markets and the Effects of Liquidity Regulation

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Estimating Liquidity Premia in the Spanish Government Securities Market

European Journal of Finance

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Uncertain Liquidity and Interbank Contracting

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Interconnectedness in the Interbank Market

Finance and Economics Discussion Series

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Interconnectedness in the Interbank Market

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