Blar i NTNU Open på forfatter "Semmen, Kristian"
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Term Premia in Norwegian Interest Rate Swaps
de Lange, Petter Eilif; Risstad, Morten; Semmen, Kristian; Westgaard, Sjur (Journal article; Peer reviewed, 2023)Fundamentally, the term premium in long-term nominal yields is compensation to investors for bearing interest rate risk. There is substantial evidence of sizable and time-varying term premia. As opposed to yields, term ...