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What in the world moves New Zealand bond yields
| Content Provider | Semantic Scholar |
|---|---|
| Author | Lewis, Michelle E. Rosborough, Lauren |
| Copyright Year | 2013 |
| Abstract | We use statistical techniques to identify the co-movement among the bond yields of 12 advanced countries, and thus estimate two-year and 10-year World Interest Rates. Daily and monthly changes in the estimated World Interest Rates explain a lot of the variation in New Zealand bond yields. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | https://rbnz.govt.nz/-/media/ReserveBank/Files/Publications/Analytical%20notes/2013/an2013-08.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |