• Documentation of the Method Used by Norges Bank for Estimating Implied Forward Interest Rates 

      Myklebust, Gaute (Staff Memo;11/2005, Working paper, 2005)
      Forward interest rates are an important indicator for monetary policy. They are commonly used, both by central banks and market participants, to gain information about market expectations of future interest rates. Forward ...
    • Risikopremier i det norske rentemarkedet 

      Myklebust, Gaute (Journal article, 2005)
      Renteforventninger anslås ofte ved å se på terminrenter. Inneholder terminrentene risikopremier, vil det imidlertid bli et avvik fra de faktiske renteforventningene. I artikkelen vises det at terminrentene historisk har ...