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New Zealand's currency risk premium

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Author Info

  • Christian Hawkesby
  • Christie Smith
  • Christine Tether

    (Reserve Bank of New Zealand)

Abstract

In this article we examine whether New Zealand having its own currency leads to higher interest rates in New Zealand when compared to Australia or the United States.

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File URL: http://www.rbnz.govt.nz/research_and_publications/reserve_bank_bulletin/2000/2000sep63_3HawkesbySmithTether.pdf
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Bibliographic Info

Article provided by Reserve Bank of New Zealand in its journal Reserve Bank of New Zealand Bulletin.

Volume (Year): 63 (2000)
Issue (Month): (September)
Pages:

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Handle: RePEc:nzb:nzbbul:september2000:3

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References

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  1. Andrew Coleman, 1999. "Economic Integration and Monetary Union," Treasury Working Paper Series 99/06, New Zealand Treasury.
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Citations

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Cited by:
  1. Iris Claus & Veronica Jacobsen & Brock Jera, 2004. "Financial Systems and Economic Growth: An Evaluation Framework for Policy," Treasury Working Paper Series 04/17, New Zealand Treasury.
  2. Eric M. Leeper, 2009. "Anchoring fiscal expectations," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 72, pages 17-42, September.
  3. Cameron, Linda & Chapple, Bryan & Davis, Nick & Kousis , Artemisia & Lewis, Geoff, 2007. "New Zealand Financial Markets, Saving and Investment," Occasional Papers 07/5, Ministry of Economic Development, New Zealand.
  4. Monostori, Zoltan, 2012. "Magyar szuverén fix kamatozású forintkötvények hozamdekompozíciója
    [Decomposition of the five-year Hungarian sovereign fixed income forint yields]
    ," MPRA Paper 54253, University Library of Munich, Germany, revised Sep 2012.
  5. Anthony Makin & Wei Zhang & Grant Scobie, 2009. "The contribution of foreign borrowing to the New Zealand economy," New Zealand Economic Papers, Taylor & Francis Journals, Taylor & Francis Journals, vol. 43(3), pages 263-278.
  6. Joanne Archibald & Leni Hunter, 2001. "What is the neutral real interest rate, and how can we use it?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 64, September.
  7. Anella Munro, 2005. "UIP, Expectations and the Kiwi," Reserve Bank of New Zealand Discussion Paper Series DP2005/05, Reserve Bank of New Zealand.
  8. Iris Claus & David Haugh & Grant Scobie & Jonas Tornquist, 2001. "Saving and growth in an open economy," Treasury Working Paper Series 01/32, New Zealand Treasury.
  9. Andrew Coleman, 2001. "Three Perspectives on an Australasian Monetary Union," RBA Annual Conference Volume, in: David Gruen & John Simon (ed.), Future Directions for Monetary Policies in East Asia Reserve Bank of Australia.
  10. Dean Scrimgeour, 2001. "Exchange rate volatility and Currency Union: Some theory and New Zealand evidence," Reserve Bank of New Zealand Discussion Paper Series DP2001/04, Reserve Bank of New Zealand.
  11. Carmen Gloria Silva, 2010. "Forward premium puzzle and term structure of interest rates: the case of New Zealand," Working Papers Central Bank of Chile, Central Bank of Chile 570, Central Bank of Chile.

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