Access Statistics for Kjell G. Nyborg

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Descriptive analysis of the Finnish treasury bond market 1991-1999 0 0 0 33 0 0 2 167
A descriptive analysis of the Finnish treasury bond market 1991–1999 0 0 0 158 0 0 3 609
Agency and the Pace of Adoption of New Techniques 0 0 0 3 0 0 2 52
Bank Bailout Menus 0 0 0 12 0 0 2 99
Bank Bailout Menus 0 0 0 45 0 1 2 264
Bank Bailout Menus 0 0 0 13 0 0 0 109
Bank Bailout Menus 0 0 0 19 0 2 2 96
Bank Supervision after the Financial Crisis: Signals from the Market for Liquidity 0 0 0 48 1 1 3 81
Bank bailout menus 0 0 0 1 0 0 1 3
Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations 0 0 0 58 0 1 2 465
Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations 0 0 2 98 0 0 2 1,157
Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations 0 0 1 91 0 1 3 566
Bidding and performance in repo auctions: evidence from ECB open market operations 0 0 0 153 0 1 4 908
Central Bank Collateral Frameworks 0 0 4 117 0 3 12 162
Central Bank Collateral Frameworks 0 0 1 57 3 10 64 209
Collateral, Central Bank Repos, and Systemic Arbitrage 0 0 0 64 0 2 18 132
Collateral, Central Bank Repos, and Systemic Arbitrage 0 0 0 71 0 0 5 124
Control Rights, Debt Structure, and the Loss of Private Benefits: The Case of the UK Insolvency Code 0 0 0 0 0 1 5 621
Corporate cash holdings: Stock liquidity and the repurchase motive 0 0 1 21 0 0 4 73
Financial Development, Agency and the Pace of Adoption of New Techniques 0 0 0 64 0 0 0 251
Financial development, agency and the pace of adoption of new techniques 0 0 0 0 0 2 2 29
Financing and Corporate Growth under Repeated Moral Hazard 0 0 0 105 0 0 1 295
Financing and Corporate Growth under Repeated Moral Hazard 0 0 1 81 0 0 7 419
Financing and corporate growth under repeated moral hazard 0 0 0 3 0 0 1 46
LBO Valuation Using Flows to Equity 0 0 1 2 0 1 3 9
Monetary policy implementation: A European Perspective 0 0 0 177 0 0 1 337
Money and Liquidity in Financial Markets 0 0 0 76 1 2 3 321
Money and Liquidity in Financial Markets 0 0 0 49 0 1 2 188
Multiple Unit Auctions and Short Squeezes 0 0 0 74 2 2 5 387
R&D, Capital Investments, and Financing under Repeated Moral Hazard 0 0 0 0 0 0 0 188
Repo Rates and the Collateral Spread Puzzle 0 1 4 22 0 1 6 72
Repo Rates and the Collateral Spread: Evidence 0 0 1 18 0 1 8 77
Repo rates and the collateral spread puzzle 0 0 0 23 0 1 3 80
Repo rates and the collateral spread: Evidence 0 0 0 13 0 1 4 81
Robust difference-in-differences analysis when there is a term structure 0 0 0 7 1 2 4 18
Robust difference-in-differences analysis when there is a term structure 0 0 0 0 0 0 3 4
Securitized Banking, Asymmetric Information, and Financial Crisis: Regulating Systemic Risk Away 0 0 0 104 0 1 2 243
Securitized banking, asymmetric information, and financial crisis: regulating systemic risk away 0 0 0 0 0 0 0 1
Securitized lending, asymmetric information, and financial crisis 0 0 1 33 0 0 1 133
Stock Liquidity and Corporate Cash Holdings 0 0 1 66 0 0 5 267
Strategic Behavior and Underpricing in Uniform Price Auctions 0 0 0 127 0 0 0 378
Strategic Behaviour and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions 0 0 1 135 0 1 3 524
Tax-Adjusted Discount Rates with Investor Taxes and Risky Debt 0 0 0 77 0 0 3 321
Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios 0 0 0 5 0 0 1 58
Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios 0 0 0 16 0 0 0 105
Tax-adjusted discount rates with investor taxes and risky debt 0 0 0 69 1 1 1 278
The Choice of Valuation Techniques in Practice: Education versus Profession 0 0 0 41 1 1 3 82
The Choice of Valuation Techniques in Practice: Education versus Profession 0 0 1 39 0 0 2 131
The Collateral Spread Puzzle: Why Do Repo Rates Often Exceed Unsecured Rates? 0 0 0 0 0 0 5 5
The Collateral Spread Puzzle: Why Do Repo Rates Often Exceed Unsecured Rates? 0 1 2 4 0 2 3 6
The Effect of Stock Liquidity on Cash Holdings: The Repurchase Motive 0 0 1 42 0 1 7 128
The Price of Liquidity: Bank Characteristics and Market Conditions 0 0 0 24 0 2 3 125
The Price of Liquidity: Bank Characteristics and Market Conditions 0 0 0 24 0 0 1 113
The Price of Liquidity: Bank Characteristics and Market Conditions 0 0 0 130 0 1 1 477
The Price of Money: How Collateral Policy Affects the Yield Curve 2 2 3 29 2 5 10 39
The Price of Money: The Reserves Convertibility Premium over the Term Structure 0 0 0 10 0 0 0 6
The Value of Tax Shields IS Equal to the Present Value of Tax Shields 0 0 0 230 1 1 3 1,843
The price of liquidity: bank characteristics and market conditions 0 0 0 50 0 1 1 214
The price of liquidity: the effects of market conditions and bank characteristics 0 0 0 100 1 2 3 378
The price of money: The reserves convertibility premium over the term structure 0 0 0 0 0 0 0 0
The value of tax shields IS equal to the present value of tax shields 0 0 0 103 0 1 1 557
Underpricing and Market Power in Uniform Price Auctions 0 0 0 74 1 2 3 313
Valuing the Debt Tax Shield 0 0 0 298 0 0 1 1,253
Total Working Papers 2 4 26 3,606 15 59 252 16,677
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of UK, US and German Insolvency Codes 0 0 0 0 0 1 12 923
Agency and the Pace of Adoption of New Techniques 0 0 0 3 0 0 2 46
Bank Bailout Menus 0 0 0 7 0 1 3 35
Bidder Behavior in Multiunit Auctions: Evidence from Swedish Treasury Auctions 0 0 3 206 0 1 5 710
Central bank collateral frameworks 0 2 8 102 1 6 18 322
Collateral and short squeezing of liquidity in fixed rate tenders 0 0 0 38 0 0 1 169
Consistent valuation of project finance and LBOs using the flows†to†equity method 0 0 4 7 0 0 6 21
Control Rights, Debt Structure, and the Loss of Private Benefits: The Case of the U.K. Insolvency Code 0 0 1 103 0 0 2 366
Convertible Debt as Delayed Equity: Forced versus Voluntary Conversion and the Information Role of Call Policy 0 0 1 176 1 1 5 599
Discriminatory versus uniform Treasury auctions: Evidence from when-issued transactions 1 1 3 224 2 3 7 522
Divisible-Good Auctions: The Role of Allocation Rules 0 0 0 0 0 0 4 448
Financing and corporate growth under repeated moral hazard 0 0 0 44 0 0 4 339
Liquidity management and overnight rate calendar effects: Evidence from German banks 0 0 0 48 0 0 0 162
Money and liquidity in financial markets 0 0 1 145 1 1 5 446
Multiple Unit Auctions and Short Squeezes 0 0 0 49 1 1 1 225
Repo Auctions and the Market for Liquidity 0 0 0 90 0 1 3 377
Repo Auctions and the Market for Liquidity 0 0 1 8 0 1 5 26
Reprint of: Central bank collateral frameworks 0 1 4 42 0 1 9 158
Robust difference-in-differences analysis when there is a term structure 1 1 1 1 1 10 11 11
Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions 1 1 3 71 1 2 6 253
Tax†adjusted Discount Rates: a General Formula under Constant Leverage Ratios 0 0 0 0 0 0 1 11
Tax‐Adjusted Discount Rates with Investor Taxes and Risky Debt 0 1 1 17 1 3 3 72
The Choice of Valuation Techniques in Practice: Education Versus Profession 0 1 2 64 1 3 14 131
The effect of stock liquidity on cash holdings: The repurchase motive 0 0 2 23 0 2 12 88
The price of liquidity: The effects of market conditions and bank characteristics 0 1 2 72 1 2 3 262
The use and pricing of convertible bonds 2 3 7 145 3 4 11 306
The value of tax shields IS equal to the present value of tax shields 0 0 0 103 1 2 5 332
Underpricing and Market Power in Uniform Price Auctions 0 0 0 96 0 1 2 316
Valuing the Debt Tax Shield 0 0 9 134 1 1 20 357
Total Journal Articles 5 12 53 2,018 16 48 180 8,033

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Collateral Frameworks 0 0 0 0 0 0 1 48
Collateral Frameworks 0 0 0 0 0 1 1 26
Total Books 0 0 0 0 0 1 2 74

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Statistics updated 2025-10-06