Monetary policy and fixed income returns
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- Ben Bernanke, 1990. "The Federal Funds Rate and the Channels of Monetary Transnission," NBER Working Papers 3487, National Bureau of Economic Research, Inc.
- Thorbecke, Willem & Alami, Tarik, 1992. "The federal funds rate and the arbitrage pricing theory: Evidence that monetary policy matters," Journal of Macroeconomics, Elsevier, vol. 14(4), pages 731-744.
- Cook, Timothy & Hahn, Thomas, 1988. "The Information Content of Discount Rate Announcements and Their Effect on Market Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 20(2), pages 167-80, May.
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