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Details about Kjell G. Nyborg

E-mail:
Homepage:http://www.nyborg.ch
Workplace:Institut für Banking und Finance (Institut für Schweizerisches Bankwesen) (Department of Banking and Finance (Swiss Banking Institute)), Wirtschaftswissenschaftliche Fakutät (Faculty of Economics), Universität Zürich (University of Zurich), (more information at EDIRC)
Swiss Finance Institute, (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Kjell G. Nyborg.

Last updated 2019-06-10. Update your information in the RePEc Author Service.

Short-id: pny9


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Working Papers

2019

  1. Repo rates and the collateral spread puzzle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  2. Repo rates and the collateral spread: Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2016

  1. Collateral, Central Bank Repos, and Systemic Arbitrage
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (3)
  2. The Choice of Valuation Techniques in Practice: Education versus Profession
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (1)

2015

  1. Bank Supervision after the Financial Crisis: Signals from the Market for Liquidity
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science Downloads
  2. Central Bank Collateral Frameworks
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (8)

    See also Journal Article in Journal of Banking & Finance (2017)

2013

  1. Stock Liquidity and Corporate Cash Holdings
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2012

  1. Securitized Banking, Asymmetric Information, and Financial Crisis: Regulating Systemic Risk Away
    FMG Discussion Papers, Financial Markets Group Downloads

2011

  1. Bank Bailout Menus
    FMG Discussion Papers, Financial Markets Group Downloads View citations (3)
    Also in FMG Discussion Papers, Financial Markets Group (2011) Downloads View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (8)
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2010) Downloads View citations (4)

    See also Journal Article in Review of Corporate Finance Studies (2013)
  2. Securitized lending, asymmetric information, and financial crisis
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
  3. Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (1)
  4. The price of liquidity: the effects of market conditions and bank characteristics
    Working Paper Series, European Central Bank Downloads View citations (30)
    See also Journal Article in Journal of Financial Economics (2011)

2010

  1. Money and Liquidity in Financial Markets
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (10)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (5)

    See also Journal Article in Journal of Financial Economics (2014)
  2. The Price of Liquidity: Bank Characteristics and Market Conditions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2008) Downloads View citations (3)
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2010) Downloads View citations (6)

2008

  1. Tax-Adjusted Discount Rates with Investor Taxes and Risky Debt
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (19)
    Also in Discussion Papers, Norwegian School of Economics, Department of Business and Management Science (2007) Downloads View citations (2)

    See also Journal Article in Financial Management (2008)

2007

  1. Monetary policy implementation: A European Perspective
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science Downloads View citations (4)
  2. Valuing the Debt Tax Shield
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science Downloads View citations (10)
    See also Journal Article in Journal of Applied Corporate Finance (2007)

2005

  1. Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science Downloads View citations (5)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2005) Downloads View citations (21)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (10)
    Working Paper Series, European Central Bank (2002) Downloads View citations (18)
    University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (2004) Downloads View citations (7)
  2. The Value of Tax Shields IS Equal to the Present Value of Tax Shields
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in Discussion Papers, Norwegian School of Economics, Department of Business and Management Science (2005) Downloads View citations (5)

    See also Journal Article in Journal of Financial Economics (2006)

2004

  1. A descriptive analysis of the Finnish treasury bond market 1991–1999
    Finance, University Library of Munich, Germany Downloads View citations (7)
    Also in Research Discussion Papers, Bank of Finland (2002) Downloads View citations (4)
  2. Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions
    University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA Downloads View citations (5)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads View citations (6)

    See also Journal Article in Journal of Finance (2005)
  3. Underpricing and Market Power in Uniform Price Auctions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (48)
    See also Journal Article in Review of Financial Studies (2004)

2003

  1. Multiple Unit Auctions and Short Squeezes
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (16)
    See also Journal Article in Review of Financial Studies (2004)
  2. Strategic Behavior and Underpricing in Uniform Price Auctions
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (3)

2002

  1. Agency and the Pace of Adoption of New Techniques
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads
    See also Journal Article in Recherches économiques de Louvain (2002)

2001

  1. Financial Development, Agency and the Pace of Adoption of New Techniques
    FMG Discussion Papers, Financial Markets Group Downloads View citations (2)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2001) Downloads
  2. Financing and Corporate Growth under Repeated Moral Hazard
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2001) Downloads View citations (2)
    FMG Discussion Papers, Financial Markets Group (2001) Downloads View citations (6)

    See also Journal Article in Journal of Financial Intermediation (2011)

2000

  1. R&D, Capital Investments, and Financing under Repeated Moral Hazard
    Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)

1994

  1. Control Rights, Debt Structure, and the Loss of Private Benefits: The Case of the UK Insolvency Code
    CEPR Financial Markets Paper, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX. View citations (2)
    See also Journal Article in Review of Financial Studies (1996)

Journal Articles

2018

  1. Consistent valuation of project finance and LBOs using the flows†to†equity method
    European Financial Management, 2018, 24, (1), 34-52 Downloads

2017

  1. Central bank collateral frameworks
    Journal of Banking & Finance, 2017, 76, (C), 198-214 Downloads View citations (6)
    See also Working Paper (2015)
  2. Reprint of: Central bank collateral frameworks
    Journal of Banking & Finance, 2017, 83, (C), 232-248 Downloads View citations (6)

2014

  1. Money and liquidity in financial markets
    Journal of Financial Economics, 2014, 112, (1), 30-52 Downloads View citations (20)
    See also Working Paper (2010)

2013

  1. Bank Bailout Menus
    Review of Corporate Finance Studies, 2013, 2, (1), 29-61 Downloads View citations (1)
    See also Working Paper (2011)
  2. Tax†adjusted Discount Rates: a General Formula under Constant Leverage Ratios
    European Financial Management, 2013, 19, (3), 419-428 Downloads

2011

  1. Financing and corporate growth under repeated moral hazard
    Journal of Financial Intermediation, 2011, 20, (1), 1-24 Downloads View citations (2)
    See also Working Paper (2001)
  2. The price of liquidity: The effects of market conditions and bank characteristics
    Journal of Financial Economics, 2011, 102, (2), 344-362 Downloads View citations (39)
    See also Working Paper (2011)

2009

  1. Repo Auctions and the Market for Liquidity
    Journal of Money, Credit and Banking, 2009, 41, (7), 1391-1421 Downloads View citations (33)

2008

  1. Liquidity management and overnight rate calendar effects: Evidence from German banks
    The North American Journal of Economics and Finance, 2008, 19, (1), 7-21 Downloads View citations (8)
  2. Tax‐Adjusted Discount Rates with Investor Taxes and Risky Debt
    Financial Management, 2008, 37, (2), 365-379 Downloads View citations (16)
    See also Working Paper (2008)

2007

  1. Valuing the Debt Tax Shield
    Journal of Applied Corporate Finance, 2007, 19, (2), 50-59 Downloads View citations (10)
    See also Working Paper (2007)

2006

  1. The value of tax shields IS equal to the present value of tax shields
    Journal of Financial Economics, 2006, 81, (1), 215-225 Downloads View citations (37)
    See also Working Paper (2005)

2005

  1. Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions
    Journal of Finance, 2005, 60, (4), 1865-1902 Downloads View citations (39)
    See also Working Paper (2004)

2004

  1. Divisible-Good Auctions: The Role of Allocation Rules
    RAND Journal of Economics, 2004, 35, (1), 147-159 View citations (41)
  2. Multiple Unit Auctions and Short Squeezes
    Review of Financial Studies, 2004, 17, (2), 545-580 Downloads View citations (44)
    See also Working Paper (2003)
  3. Underpricing and Market Power in Uniform Price Auctions
    Review of Financial Studies, 2004, 17, (3), 849-877 Downloads View citations (52)
    See also Working Paper (2004)

2002

  1. Agency and the Pace of Adoption of New Techniques
    Recherches économiques de Louvain, 2002, 68, (1), 203-220 Downloads
    See also Working Paper (2002)
  2. Bidder Behavior in Multiunit Auctions: Evidence from Swedish Treasury Auctions
    Journal of Political Economy, 2002, 110, (2), 394-424 Downloads View citations (58)

2001

  1. Collateral and short squeezing of liquidity in fixed rate tenders
    Journal of International Money and Finance, 2001, 20, (6), 769-792 Downloads View citations (25)

1996

  1. A Comparison of UK, US and German Insolvency Codes
    Financial Management, 1996, 25, (3) View citations (57)
  2. Control Rights, Debt Structure, and the Loss of Private Benefits: The Case of the U.K. Insolvency Code
    Review of Financial Studies, 1996, 9, (4), 1165-1210 Downloads View citations (17)
    See also Working Paper (1994)
  3. Discriminatory versus uniform Treasury auctions: Evidence from when-issued transactions
    Journal of Financial Economics, 1996, 42, (1), 63-104 Downloads View citations (88)
  4. The use and pricing of convertible bonds
    Applied Mathematical Finance, 1996, 3, (3), 167-190 Downloads View citations (17)

1995

  1. Convertible Debt as Delayed Equity: Forced versus Voluntary Conversion and the Information Role of Call Policy
    Journal of Financial Intermediation, 1995, 4, (4), 358-395 Downloads View citations (12)

Books

2016

  1. Collateral Frameworks
    Cambridge Books, Cambridge University Press
    Also in Cambridge Books, Cambridge University Press (2016)
 
Page updated 2019-11-22