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What do forward interest and exchange rates tell us?

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Author Info
Yuong Ha
Michael Reddell (Reserve Bank of New Zealand)

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Abstract

An article on forward prices in the New Zealand dollar interest and exchange rate markets.

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File URL: http://www.rbnz.govt.nz/research/bulletin/1997_2001/1998jun61_2hareddell.pdf
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Publisher Info
Article provided by Reserve Bank of New Zealand in its journal Reserve Bank of New Zealand Bulletin.

Volume (Year): 61 (1998)
Issue (Month): (June)
Pages:
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Handle: RePEc:nzb:nzbbul:june1998:4

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Phone: 64 4 471-3767
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Web page: http://www.rbnz.govt.nz
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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Froot, Kenneth A & Thaler, Richard H, 1990. "Foreign Exchange," Journal of Economic Perspectives, American Economic Association, vol. 4(3), pages 179-92, Summer. [Downloadable!] (restricted)
  2. Naka, Atsuyuki & Whitney, Gerald, 1995. "The unbiased forward rate hypothesis re-examined," Journal of International Money and Finance, Elsevier, vol. 14(6), pages 857-867, December. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. David Hargreaves & Andy Brookes & Carrick Lucas & Bruce White, 2000. "Can hedging insulate firms from exchange rate risk," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 63, March. [Downloadable!]
  2. Aron Gereben, 2002. "Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options," Reserve Bank of New Zealand Discussion Paper Series DP2002/04, Reserve Bank of New Zealand. [Downloadable!]
  3. Christian Hawkesby, 1999. "A primer on derivatives markets," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 62, June. [Downloadable!]
Statistics
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This page was last updated on 2009-11-27.

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