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Published byLia Custer Modified over 9 years ago
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Figure 1. Implied forward rates 20 January to 9 February 2006 Per cent Source: The Riksbank
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Figure 2. Market reaction in connection with the monetary policy meeting in October 2005 Per cent Source: The Riksbank
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Figure 3. Market reaction in connection with the monetary policy meeting in December 2005 Per cent Source: The Riksbank
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Figure 4. Uncertainty intervals regarding the implied forward rate curve based on historical deviations between the implied forward rate and the repo rate Per cent Source: The Riksbank Note. The uncertainty band shows the 75 (dark blue), 50 (medium blue) and 25 (light blue) per cent probability.
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Figure 5. Uncertainty interval regarding the implied forward rate curve based on option prices Per cent Source: The Riksbank Note. The uncertainty band shows the 75 (dark blue), 50 (medium blue) and 25 (light blue) per cent probability.
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