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The Euribor Futures Market: Efficiency and the Impact of ECB Policy Announcements Author info | Abstract | Publisher info | Download info | Related research | Statistics Kerstin Bernoth
Jürgen von Hagen
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For an effective and smooth monetary policy, it is important that interest rate expectations are in line with central bank policy intentions. The predictability of money market interest rates is, therefore, an indicator of transparency and clarity in the communication of monetary policy and of the effectiveness of monetary policy implementation. Copyright Blackwell Publishing Ltd. 2004
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Article provided by Blackwell Publishing in its journal International Finance .
Volume (Year): 7 (2004)
Issue (Month): 1 (03)
Pages: 1-24
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Handle: RePEc:bla:intfin:v:7:y:2004:i:1:p:1-24Contact details of provider: Web page: http://www.blackwellpublishing.com/journal.asp?ref=1367-0271
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