An option for anticipating Fed action
AbstractOptions contracts on federal funds futures, a new financial instrument introduced earlier this year, can be analyzed to gauge public expectations of future Fed actions. The real bonus is that they can detect differences of opinion when markets see more than two possible outcomes for an FOMC meeting as well as the likelihood associated with each.
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Bibliographic InfoArticle provided by Federal Reserve Bank of Cleveland in its journal Economic Commentary.
Volume (Year): (2003)
Issue (Month): Sep ()
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- Dominique Guégan & Florian Ielpo, 2007.
"Flexible time series models for subjective distribution estimation with monetary policy in view,"
Documents de travail du Centre d'Economie de la Sorbonne
b07056, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Dominique Guégan & Florian Ielpo, 2008. "Flexible time series models for subjective distribution estimation with monetary policy in view," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 51(1), pages 79-103.
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