Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve
By: Leo Krippner.
Contributors: Reserve Bank of New Zealand. Economic Dept.
Series: Discussion paper series / Reserve Bank of New Zealand -- DP2002/01; Discussion paper (Reserve Bank of New Zealand) -- DP2002/01.
Publisher: Reserve Bank of New Zealand, Economics Dept.
Published: 2002
Place of publication: Wellington, N.Z
Language: eng
Number of pages: 28
Subjects: Interest rate futures -- New Zealand -- Econometric models.; Interest rates -- New Zealand -- Econometric models.; Monetary policy -- New Zealand.; New Zealand -- Economic conditions -- 1984-
Notes: "March 2002--Cover.

"JEL classification: E43, E44, C2"--Cover.

Cover title.

Includes bibliographical references (p. 27-28).