Blar i Staff Memo på emneord "benchmark rates"
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Nibor, Libor and Euribor – all IBORs, but different
(Staff Memo;2/2019, Working paper, 2019)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 ...