Nibor, Libor and Euribor – all IBORs, but different

dc.contributor.author	Kloster, Arne
dc.contributor.author	Syrstad, Olav
dc.date.accessioned	2019-04-02T13:36:15Z
dc.date.available	2019-04-02T13:36:15Z
dc.date.issued	2019
dc.identifier.isbn	978-82-8379-084-9
dc.identifier.issn	1504-2596
dc.identifier.uri	http://hdl.handle.net/11250/2592985
dc.description.abstract	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 than the premiums in USD Libor and Euribor.	nb_NO
dc.language.iso	eng	nb_NO
dc.publisher	Norges Bank	nb_NO
dc.relation.ispartofseries	Staff Memo;2/2019
dc.rights	Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal	*
dc.rights	Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/deed.no	*
dc.subject	IBOR	nb_NO
dc.subject	FX swaps	nb_NO
dc.subject	benchmark rates	nb_NO
dc.subject	risk premia	nb_NO
dc.subject	money market	nb_NO
dc.title	Nibor, Libor and Euribor – all IBORs, but different	nb_NO
dc.type	Working paper	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

Med mindre annet er angitt, så er denne innførselen lisensiert som Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal