Estimating the market premium in short term interest rates

Master thesis English OPEN
Hansen, Hans Fredrik;
  • Subject: :Samfunnsvitenskap: 200::Økonomi: 210::Samfunnsøkonomi: 212 [VDP] | :Matematikk og Naturvitenskap: 400::Matematikk: 410::Analyse: 411 [VDP]

Looking at the term structure in the interest rate market one can’t help notice the evident market premium above the central banks target rate. What factors might decide this premium? By using different variations of simple regression models we see that the model is con... View more
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