Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve
Year of publication: |
2002-03
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Authors: | Krippner, Leo |
Institutions: | Reserve Bank of New Zealand |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Number DP2002/01 35 pages long |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; C2 - Econometric Methods: Single Equation Models |
Source: |
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