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 Avdeling for samfunnsøkonomi og finans
Rom EOJ SV-232

Siri Valseth is an Associate Professor of Finance at the University of Stavanger Business School. She 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). Her research interests are related to bond markets, money markets, and the market microstructure of 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. 
  • Challenging the spanning hypothsis at short horizons - evidence from Norway, 2019, Journal of Forecasting, forthcoming.
  • Informed trading in hybrid bond markets, 2018, Global Finance Journal, forthcoming.
  • 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


  • Security-constrained intermediaries and bond market liquidity, 2019. Working paper.
  • Liquidity dynamics among related markets, 2018, with K. Kavajecz, and BA Ødegaard. 
  • Decision-making in committees, with N. Arora, K. Kavajecz, and Y. Onozaka.

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; Priestley, Richard (veileder) (2011). Essays on the information content in bond market order flow. Handelshøyskolen BI. ISBN 978-82-8247-034-6. 155 s.
  • Valseth, Siri (2018). Challenging the spanning hypothesis at short horizons - evidence from Norway. Forecasting Financial Markets Association, the Oxford-Man In; 2018-09-05 - 2018-09-07.
  • Valseth, Siri (2017). Securities lending, collateral reuse, and liquidity provision in bond markets. IPAG Business School; 2017-12-18 - 2017-12-20.
  • 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?. Midwest Finance Association; 2011-03-02 - 2011-03-05.
  • 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). 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?.