Akram, Q. Farooq; Christophersen, Casper - 2011
This paper addresses the lack of reliable information about overnight interest rates in the Norwegian interbank market …. We infer actual interest rates from interbank transactions recorded in the real-time gross settlement (RTGS) system of … Norges Bank over the period October 2006 - November 2010. We propose a new measure of overnight interest rates, NONIA, which …