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Citations for "Perfecting the market's knowledge of monetary policy" by William Poole & Robert H. Rasche
For a complete description of this item, click here .
Cited by (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.): Jeff Moore & Richard Austin, 2002.
"The behavior of federal funds futures prices over the monetary policy cycle ,"
Economic Review ,
Federal Reserve Bank of Atlanta, issue Q2, pages 45-61.
[Downloadable!]
Kevin L. Kliesen & Frank A. Schmid, 2006.
"Macroeconomic news and real interest rates ,"
Review ,
Federal Reserve Bank of St. Louis, issue Mar, pages 133-144.
[Downloadable!]
Kwamie Dunbar, 2008.
"The Impact of the FOMC's Monetary Policy Actions on the growth of Credit Risk: the Monetary Policy - Liquidity Paradox ,"
Working papers
2008-05, University of Connecticut, Department of Economics.
[Downloadable!]
J. Benson Durham, 2003.
"Estimates of the term premium on near-dated federal funds futures contracts ,"
Finance and Economics Discussion Series
2003-19, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
P. Siklos, M. Bohl, 2006.
"Policy Words and Policy Deeds: The ECB and the Euro ,"
Working Papers
eg0050, Wilfrid Laurier University, Department of Economics, revised 2006.
[Downloadable!]
Other versions: James D. Hamilton, 2007.
"Daily Changes in Fed Funds Futures Prices ,"
NBER Working Papers
13112, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Andrea Monticini & Giacomo Vaciago, 2005.
"Are Europe's Interest Rates led by FED Announcements? ,"
Macroeconomics
0507022, EconWPA.
[Downloadable!]
Daniel L. Thornton, 2004.
"Tests of the expectations hypothesis: resolving the anomalies when the short-term rate is the federal funds rate ,"
Working Papers
2000-003, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: Kevin Ross, 2003.
"Market Predictability of ECB Monetary Policy Decisions: A Comparative Examination ,"
IMF Working Papers
02/233, International Monetary Fund.
[Downloadable!]
TUYSUZ, Sukriye, 2007.
"Central Bank transparency and the U.S. interest rates level and volatility response to U.S. news ,"
MPRA Paper
5217, University Library of Munich, Germany.
[Downloadable!]
Jorge Sicilia & Gabriel Perez-Quiros, 2002.
"Is the European Central Bank (and the United States Federal Reserve) predictable? ,"
Working Paper Series
192, European Central Bank.
[Downloadable!]
Lucio Sarno & Daniel L. Thornton, 2002.
"The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation ,"
Working Papers
2000-032, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions:
Sarno, Lucio & Thornton, Daniel L, 2002.
"The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation ,"
CEPR Discussion Papers
3225, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Sarno, Lucio & Thornton, Daniel L., 2003.
"The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation ,"
Journal of Banking & Finance ,
Elsevier, vol. 27(6), pages 1079-1110, June.
[Downloadable!] (restricted) Pierre L. Siklos & Martin T. Bohl, 2008.
"Policy words and policy deeds: the ECB and the euro ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 13(3), pages 247-265.
[Downloadable!]
Refet S. Gürkaynak & Brian Sack & Eric Swanson, 2002.
"Market-based measures of monetary policy expectations ,"
Finance and Economics Discussion Series
2002-40, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:
Refet S. Gürkaynak & Brian Sack & Eric Swanson, 2006.
"Market-based measures of monetary policy expectations ,"
Working Paper Series
2006-04, Federal Reserve Bank of San Francisco.
[Downloadable!] Gurkaynak, Refet S. & Sack, Brian T. & Swanson, Eric P., 2007.
"Market-Based Measures of Monetary Policy Expectations ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 25, pages 201-212, April.
[Downloadable!] (restricted) Vitor Gaspar & Jorge Sicilia & Gabriel Perez-Quiros, 2001.
"The ECB monetary policy strategy and the money market ,"
Working Paper Series
069, European Central Bank.
[Downloadable!]
Other versions:
Vítor Gaspar & Gabriel Perez-Quiros & Jorge Sicilia, 2001.
"The ECB Monetary Policy Strategy and the Money Market ,"
Working Papers
47, Oesterreichische Nationalbank (Austrian Central Bank).
[Downloadable!] Gaspar, Vitor & Perez-Quiros, Gabriel & Sicilia, Jorge, 2001.
"The ECB Monetary Policy Strategy and the Money Market ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 6(4), pages 325-42, October.
[Downloadable!] (restricted) Robert H. Rasche & Daniel L. Thornton, 2002.
"The FOMC's balance-of-risks statement and market expectations of policy actions ,"
Review ,
Federal Reserve Bank of St. Louis, issue Sep, pages 37-50.
[Downloadable!]
Kevin L. Kliesen & Frank A. Schmid, 2004.
"Do productivity growth, budget deficits, and monetary policy actions affect real interest rates? evidence from macroeconomic announcement data ,"
Working Papers
2004-019, Federal Reserve Bank of St. Louis.
[Downloadable!]
Eric T. Swanson, 2004.
"Federal Reserve transparency and financial market forecasts of short-term interest rates ,"
Finance and Economics Discussion Series
2004-06, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Sophocles N. Brissimis & Nicholas S. Magginas, 2004.
"Forward-Looking Information in VAR Models and the Price Puzzle ,"
Working Papers
10, Bank of Greece.
[Downloadable!]
Other versions: Toni Gravelle & Richhild Moessner, 2001.
"Reactions of Canadian Interest Rates to Macroeconomic Announcements: Implications for Monetary Policy Transparency ,"
Working Papers
01-5, Bank of Canada.
[Downloadable!]
Julius Moschitz, 2004.
"The determinants of the overnight interest rate in the euro area ,"
Working Paper Series
393, European Central Bank.
[Downloadable!]
Kenneth B. Petersen & Vladimir Pozdnyakov, 2008.
"Predicting the Fed ,"
Working papers
2008-07, University of Connecticut, Department of Economics.
[Downloadable!]
Marie Musard-Gies, 2005.
"Do ECB's statements steer short-term and long-term interest rates in the euro zone? ,"
Money Macro and Finance (MMF) Research Group Conference 2005
56, Money Macro and Finance Research Group.
[Downloadable!]
Other versions: William Poole & Robert H. Rasche, 2003.
"The impact of changes in FOMC disclosure practices on the transparency of monetary policy: are markets and the FOMC better "synched"? ,"
Review ,
Federal Reserve Bank of St. Louis, issue Jan, pages 1-10.
[Downloadable!]
James D. Hamilton, 2007.
"Assessing Monetary Policy Effects Using Daily Fed Funds Futures Contracts ,"
NBER Working Papers
13569, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Shu Wu, 2005.
"Monetary Policy and Long-term Interest Rates ,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
200512, University of Kansas, Department of Economics, revised Apr 2005.
[Downloadable!]
Andrea Monticini & Giacomo Vaciago, 2007.
"Are Euro Interest Rates led by FED Announcements? ,"
Money Macro and Finance (MMF) Research Group Conference 2006
16, Money Macro and Finance Research Group.
[Downloadable!]
Don Bredin & Caroline Gavin & Gerard O'Reilly, 2004.
"International monetary policy shocks and Irish market rates ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 11(7), pages 409-414, June.
[Downloadable!] (restricted)
Bruce Mizrach & Christopher J. Neely, 2007.
"The microstructure of the U.S. treasury market ,"
Working Papers
2007-052, Federal Reserve Bank of St. Louis.
[Downloadable!]
William Poole, 2001.
"Expectations ,"
Review ,
Federal Reserve Bank of St. Louis, issue Mar, pages 1-10.
[Downloadable!]
Other versions:
William Poole, 2000.
"Expectations ,"
Speech ,
Federal Reserve Bank of St. Louis.
[Downloadable!]
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This page was last updated on 2008-8-8.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .