Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/210368
Authors: 
Kloster, Arne
Syrstad, Olav
Year of Publication: 
2019
Series/Report no.: 
Staff Memo No. 2/2019
Abstract: 
This memo takes a closer look at what lays behind different benchmark interest rates. Particular emphasis is put on how the different practices for quotation can explain why Nibor's risk premium has on average been higher than the premiums in USD Libor and Euribor.
Subjects: 
IBOR
FX swaps
benchmark rates
risk premia
money market
Persistent Identifier of the first edition: 
ISBN: 
978-82-8379-084-9
Creative Commons License: 
http://creativecommons.org/licenses/by-nc-nd/4.0/deed.no
Document Type: 
Research Report
Appears in Collections:

Files in This Item:
File
Size





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.