Norges Bank

Staff Memo

Documentation of the method used by Norges Bank for estimating implied forward interest rates

Author:
by Gaute Myklebust
Series:
Staff Memo
Number:
11/2005

Staff Memos present reports and documentation written by staff members and affiliates of Norges Bank, the central bank of Norway. Views and conclusions expressed in Staff Memos should not be taken to represent the views of Norges Bank.

ISSN 1504-2596 (online)

Published 7 November 2005 14:00
Published 7 November 2005 14:00