Fig. 1
From: A survey-based estimation of the Swiss franc forward term premium
Interest rate developments. The figure shows the development of the CHF 3-month LIBOR fixing (black line), the interest rate survey with an end of month maturity in 12 months (gray dotted line), and LIBOR futures with an end of month maturity in 12 months (gray line). The dataset contains monthly observations from March 1991 through August 2016