NIBOR

NIBOR

Lecture

Lecture note

Data

Historical data 1982-2013 (from Norges Bank)
Current data, 12-16
- 1w, 2012-16 (from the fixing at the Oslo Stock Exchange)
- 1m, 2012-16
- 2m, 2012-16
- 3m, 2012-16
- 6m, 2012-16
Current data, 17
- 1w, 2017 (from the fixing at the Oslo Stock Exchange)
- 1m, 2017
- 2m, 2017
- 3m, 2017
- 6m, 2017

Data updates can be downloaded from the Oslo Stock Exchange. Norges Bank is no longer updating their series.

R examples

R code