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

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Presentation transcript:

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

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

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

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.

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.