Estimations of the term premium on Norwegian government bonds

dc.contributor.author	Benum, Aksel
dc.contributor.author	Opheim, Vetle Øye
dc.contributor.author	Wasberg, Erik S.
dc.date.accessioned	2024-03-14T09:36:25Z
dc.date.available	2024-03-14T09:36:25Z
dc.date.issued	2023
dc.identifier.issn	2704-1271
dc.identifier.uri	https://hdl.handle.net/11250/3122335
dc.description	The term premium on government bonds has been estimated to be low in recent years. As a result, the additional cost of long-term borrowing has been relatively low. The term premium has edged up again over the past year. This Memo documents and discusses the model in Adrian, Chrump and Moench (2013) that we use to assess developments in the term premium on Norwegian government bond yields.	en_US
dc.description.abstract	The term premium on government bonds has been estimated to be low in recent years. As a result, the additional cost of long-term borrowing has been relatively low.	en_US
dc.language.iso	eng	en_US
dc.publisher	Norges Bank	en_US
dc.relation.ispartofseries	Government Debt Management Memo;3/2023
dc.rights	Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/deed.no	*
dc.title	Estimations of the term premium on Norwegian government bonds	en_US
dc.type	Working paper	en_US
dc.description.version	publishedVersion	en_US
dc.subject.nsi	VDP::Samfunnsvitenskap: 200::Økonomi: 210::Samfunnsøkonomi: 212	en_US
dc.source.pagenumber	19	en_US

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