Blar i Norges Banks vitenarkiv på emneord "high-frequency data"
Viser treff 1-1 av 1
-
Does Publication of Interest Rate Paths Provide Guidance?
(Working Paper;16/2019, Working paper, 2019)Does the central bank practice of publishing interest rate projections (IRPs) improve how market participants map new information into future interest rates? Using high-frequent data on Forward Rate Agreements (FRAs) we ...