Nibor, Libor and Euribor - all IBORs, but different

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.

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Year of publication:	2019
Authors:	Kloster, Arne ; Syrstad, Olav
Publisher:	Oslo : Norges Bank
Subject:	IBOR \| FX swaps \| benchmark rates \| risk premia \| money market

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Series:	Staff Memo ; 2/2019
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Research Report
Language:	English
ISBN:	978-82-8379-084-9
Other identifiers:	1680700928 [GVK] hdl:10419/210368 [Handle] hdl:11250/2592985 [Handle]
Source:	EconStor

Persistent link: https://www.econbiz.de/10012144157