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Time-varying risk premia in the term structure of interest rates in New Zealand

Margaritis, Daimitri (Routlege, 1994)

An empirical analysis of the term structure of interest rates in New Zealand during the post-1985 financial liberalization period is presented. Particular emphasis is placed upon the effect of time-varying risk premia in ...

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Author
- Margaritis, Daimitri (1)
Subject
- interest rate (1)
- New Zealand (1)
Date Issued
- 1994 (1)
Language
- English (1)