Interpreting Currency Movements During the Crisis; What's the Role of Interest Rate Differentials?
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References listed on IDEAS
- Leo Krippner & Leif Anders Thorsrud, 2009. "Forecasting New Zealand's economic growth using yield curve information," Reserve Bank of New Zealand Discussion Paper Series DP2009/18, Reserve Bank of New Zealand.
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KeywordsFinancial crisis; Exchange rates; Foreign exchange; Interest rates; uncovered interest parity; UIP; term structure; exchange rate; monetary policy; exchange rate movements; inflation; Open Economy Macroeconomics;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-02-26 (All new papers)
- NEP-CBA-2011-02-26 (Central Banking)
- NEP-IFN-2011-02-26 (International Finance)
- NEP-MON-2011-02-26 (Monetary Economics)
- NEP-OPM-2011-02-26 (Open Economy Macroeconomics)
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