Blar i Arbeidsnotater / Working Papers på forfatter "Christophersen, Casper"
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Inferring Interbank Loans and Interest Rates from Interbank Payments - an Evaluation
Akram, Q. Farooq; Christophersen, Casper (Working Papers;26/2013, Working paper, 2013)We investigate whether overnight interbank loans and interest rates can be reliably inferred at the market and bank level from central banks' interbank payments data. We identify overnight loans and interest rates among ... -
Interbank Overnight Interest Rates - Gains from Systemic Importance
Akram, Q. Farooq; Christophersen, Casper (Working Papers;11/2010, Working paper, 2010)We study overnight interbank interest rates paid by banks in Norway over the period 2006-2009. We observe large variations in interest rates across banks and over time. During the financial crisis, the interest rates are ... -
Pricing in the Norwegian Interbank Market – the Effects of Liquidity and Implicit Government Support
Akram, Q. Farooq; Christophersen, Casper (Working Papers;2/2016, Working paper, 2016)We investigate the effects of central bank liquidity and possible implicit government guarantees against default on Norwegian overnight interbank interest rates. We conduct an econometric study of these interest rates over ...