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Forecasting New Zealand's economic growth using yield curve information

Krippner, Leo; Thorsrud, Leif Anders - 2009

Persistent link: https://www.econbiz.de/10003954493

Testing the predictive power of New Zealand bank bill futures rates

Krippner, Leo - 1998

Persistent link: https://www.econbiz.de/10000997313

Extracting expectations of New Zealand's official cash rate from the bank-risk yield curve

Krippner, Leo - 2002

Persistent link: https://www.econbiz.de/10001676154

Connecting the dots : a yield curve perspective on New Zealand's interest rates

Krippner, Leo - In: Reserve Bank of New Zealand bulletin 73 (2010) 3, pp. 5-19

Persistent link: https://www.econbiz.de/10009348842

Market expectations of the official cash rate

Krippner, Leo; Gordon, Michael - In: Reserve Bank of New Zealand bulletin 64 (2001) 2, pp. 25-39

Persistent link: https://www.econbiz.de/10001592971

Extracting Expectations of New Zealand's Official Cash Rate from the Bank-Risk Yield Curve

Krippner, Leo - 2002

The hypothesis that a forward term-premium (FTP) exists between forward 1-day rates calculated from the New Zealand bank-risk yield curve and the corresponding ex-post Official Cash Rate (OCR) is tested by applying a single equation method for a cointegrated system to daily data from March 1999...

Persistent link: https://www.econbiz.de/10014113861