What Drives the Risk Premium in Nibor?

dc.contributor.author	Lund, Kathrine
dc.contributor.author	Tafjord, Kristian
dc.contributor.author	Øwre-Johnsen, Marit
dc.date.accessioned	2018-08-15T07:53:55Z
dc.date.available	2018-08-15T07:53:55Z
dc.date.issued	2016
dc.identifier.uri	http://hdl.handle.net/11250/2558027
dc.description.abstract	In this Commentary, we illustrate how the risk premium in Nibor can be decomposed to better understand the driving forces affecting the Norwegian money market rate. Furthermore, we use historical data to discuss how international conditions have influenced the risk premium in Nibor since the 2007-2008 financial crisis. The discussion in the main text is structured around the charts. A more precise mathematical decomposition of Nibor is shown in the appendix.	nb_NO
dc.language.iso	eng	nb_NO
dc.publisher	Norges Bank	nb_NO
dc.relation.ispartofseries	Economic Commentaries;10/2016
dc.rights	Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/deed.no	*
dc.title	What Drives the Risk Premium in Nibor?	nb_NO
dc.type	Others	nb_NO
dc.description.version	publishedVersion	nb_NO
dc.subject.nsi	VDP::Samfunnsvitenskap: 200::Økonomi: 210::Samfunnsøkonomi: 212	nb_NO
dc.source.pagenumber	14	nb_NO

Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal