• Liquidity provision in the overnight foreign exchange market 

      Bjønnes, Geir Høidal; Rime, Dagfinn; Solheim, Haakon O. Aa (Discussion Papers;No. 391, Working paper, 2004)
      Abstract: We presents evidence that non-financial customers are the main liquidity providers in the overnight foreign exchange market using a unique daily data set covering almost all transactions in the SEK/EUR market ...