Et profilbilde

Førsteamanuensis
Siri Valseth { "honorific-suffix": "Førsteamanuensis", "fn": "Siri Valseth", "tel": "Telefon: 51833777", "email": "siri.valseth@uis.no" }

Avdeling/enhet Handelshøgskolen ved UiS
Institutt/senter Handelshøgskolen ved UiS
Rom EOJ 232

Siri Valseth is an Associate Professor of Finance at the University of Stavanger Business School and teaches the courses "Financial markets and institutions"  and "Macroeconomics" in the Bachelor Program. She holds a PhD in Finance from BI Norwegian Business School (2011). Previously she worked as an economist at Norges Bank (Central Bank of Norway) for more than 20 years. Her reserach interests are related to the process of price formation in financial markets.

Forskningsområder

Financial markets, Fixed income, Market microstructure

Utvalgte publikasjoner

Price discovery in government bond markets, 2013, Journal of Financial Markets 16, 127-151. 
Likviditeten i det norske statsobligasjonsmarkedet, 2017, Samfunnsøkonomen nr. 1 2017.
Renteforventninger og betydningen av løpetidspremier, 2003, Norges Bank Penger og Kreditt 1/2003.

Pågående forskning

Informed trading in hybrid bond markets, 2016, UiS Working paper 13/2016.

Liquidity dynamics among related markets, with Kjell Jørgensen and Kenneth Kavajecz. 

Securities lending, collateral reuse, and liquidity provision in bond markets.

Predicting yield changes using bond market order flow, 2012, Working paper.

A direct approach to cross market spillovers, 2011, with Kjell Jørgensen, Working paper.

Arbeidserfaring

Norges Bank (Central Bank of Norway) 1983-2005:

Department for market operations and analysis, Economist/Senior Advisor (1993-2005)

Economics Department, Economist (1988-1993)

Foreign Exchange Policy Office, Assistant Economist (1983-1987)

Vitenskapelige publikasjoner (fra CRISTin)

  • Valseth, Siri (2016). Informed trading in hybrid bond markets. UiS Working Papers in Economics and Finance. 55 s.
  • Valseth, Siri (2016). Likviditeten i det norske statsobligasjonsmarkedet. UiS Working Papers in Economics and Finance. 34 s.
  • Valseth, Siri (2011). Price discovery in government bond markets. Universitetet i Stavanger. 38 s.
  • Valseth, Siri (2016). "Bruk av oljeinntekter" kommentar i Samfunnsøkonomen nr.5 2016.
  • Valseth, Siri (2015). Informed trading in hybrid bond markets. Central Bank of Ireland; 2015-10-01 - 2015-10-02.
  • Valseth, Siri (2013). Forecasting yield changes using bond market order flow. FMA (Financial Management Association); 2013-10-16 - 2013-10-19.
  • Valseth, Siri (2011). Bank for business.
  • Valseth, Siri (2011). Forecasting short term yield changes using order flow: Is dealer skill a source of predictability?. EFA; 2011-08-17 - 2011-08-20.
  • Valseth, Siri (2011). Forecasting short term yield changes using order flow: Is dealer skill a source of predictability?. Midwest Finance Association; 2011-03-02 - 2011-03-05.
  • Valseth, Siri (2011). Hvorfor ble det krise etter at en A forsvant? Verdens børser begynte å skjelve da kredittvurderingsbyrået Standard & Poor`s skrev USA ned fra AAA til AA +. Stavanger Aftenblad. [Avis]; 2011-08-12.
  • Valseth, Siri (2011). Norsk kredittverdighet - for hvem?.