Blar i Staff Memo på forfatter "Myklebust, Gaute"
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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 ...