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What do forward interest and exchange rates tell us?


  • Yuong Ha
  • Michael Reddell

    (Reserve Bank of New Zealand)


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

Suggested Citation

  • Yuong Ha & Michael Reddell, 1998. "What do forward interest and exchange rates tell us?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 61, June.
  • Handle: RePEc:nzb:nzbbul:june1998:4

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    References listed on IDEAS

    1. 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.
    2. Froot, Kenneth A & Thaler, Richard H, 1990. "Foreign Exchange," Journal of Economic Perspectives, American Economic Association, vol. 4(3), pages 179-192, Summer.
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    1. repec:agr:journl:v:4(605):y:2015:i:4(605):p:75-84 is not listed on IDEAS
    2. Tripe, David & Xia, Bingru & Roberts, Leigh, 2011. "Can implied forward mortgage rates predict future mortgage rates - recent New Zealand experience," Working Paper Series 1986, Victoria University of Wellington, School of Economics and Finance.
    3. Gabriela ŢUŢUEANU, 2015. "Measuring the Influence of the J-Curve Effect on Trade in Romanian Forest Products," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(4(605), W), pages 75-84, Winter.
    4. Christian Hawkesby, 1999. "A primer on derivatives markets," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 62, June.
    5. 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.
    6. 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.

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