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MEFIM Plus is a complementary product to the
MEFIM model offered by GRETA. It provides
a forecast for the term structure of interest rates for the
Euro zone.
With the birth the of the European Monetary
Union, three important macroeconomic areas emerged making
this product a necessity for institutional investors operating
in this new economic environment.
MEFIM Plus is concerned with the following
variables:
- interbank interest rates (Euribor) on deposits
in Euro for all maturities (from EONIA to the 12-months
rate). These rates are the short term portion of the yield
to maturity curve;
- the term structure of the swap rates (in Euro) for
all the maturities (from 2 to 30 years). These are the
medium/long term portion of the yield curve;
- interbank interest rates (Libor) for deposits
in Dollars, Yen, Sterling Pounds at 1,3,6,9,12-months
maturity
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