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Figure 1. Implied forward rates 20 January to 9 February 2006 Per cent Source: The Riksbank.

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Presentation on theme: "Figure 1. Implied forward rates 20 January to 9 February 2006 Per cent Source: The Riksbank."— Presentation transcript:

1 Figure 1. Implied forward rates 20 January to 9 February 2006 Per cent Source: The Riksbank

2 Figure 2. Market reaction in connection with the monetary policy meeting in October 2005 Per cent Source: The Riksbank

3 Figure 3. Market reaction in connection with the monetary policy meeting in December 2005 Per cent Source: The Riksbank

4 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.

5 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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