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DP2008/12: the relative size of New Zealand exchange rate and interest rate responses to news

Authors :
Coleman, Andrew
Karagedikli, Ozer
Source :
The Reserve Bank of New Zealand Bulletin. September, 2008, Vol. 71 Issue 3, p63, 1 p.
Publication Year :
2008

Abstract

This paper examines the relative size of the effects of New Zealand monetary policy and macroeconomic data surprises on the spot exchange rate, 2 and 5 year swap rate differentials, [...]

Details

Language :
English
ISSN :
11747943
Volume :
71
Issue :
3
Database :
Gale General OneFile
Journal :
The Reserve Bank of New Zealand Bulletin
Publication Type :
Periodical
Accession number :
edsgcl.188325786