Using the federal funds futures market to predict monetary policy actions
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References listed on IDEAS
- John C. Robertson & Daniel L. Thornton, 1997. "Using federal funds futures rates to predict Federal Reserve actions," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 45-53.
- Söderström, Ulf, 1999.
"Predicting monetary policy using federal funds future prices,"
Working Paper Series
85, Sveriges Riksbank (Central Bank of Sweden).
- Söderström, Ulf, 1999. "Predicting monetary policy using federal funds futures prices," SSE/EFI Working Paper Series in Economics and Finance 307, Stockholm School of Economics.
- Roy H. Webb, 1987. "The irrelevance of tests for bias in series of macroeconomic forecasts," Economic Review, Federal Reserve Bank of Richmond, vol. 73(Nov), pages 3-9.
- Marvin Goodfriend, 1997. "Monetary policy comes of age: a 20th century odyssey," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 1-22.
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Cited by:
- Gern, Klaus-Jürgen & Gottschalk, Jan & Kamps, Christophe & Sander, Birgit & Scheide, Joachim & Strauß, Hubert, 2001. "Weltwirtschaft vor dem Ende der Talfahrt," Open Access Publications from Kiel Institute for the World Economy 2654, Kiel Institute for the World Economy (IfW Kiel).
- Ivando Silva De Faria & Helder Ferreira De Mendonça, 2011. "Financial Market Reactions To Thebrazilian Central Bank’S Decisions," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 108, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Vicondoa, Alejandro, 2019. "Monetary news in the United States and business cycles in emerging economies," Journal of International Economics, Elsevier, vol. 117(C), pages 79-90.
- Sébastien Wälti, 2003. "Contagion and interdependence among Central European economies: the impact of common external shocks," IHEID Working Papers 02-2003, Economics Section, The Graduate Institute of International Studies.
- Robert G. King & Andre Kurmann, 2002. "Expectations and the term structure of interest rates : evidence and implications," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 49-95.
- Adrienne Kearney & Raymond Lombra, 2003. "Fed funds futures and the news," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 31(4), pages 330-337, December.
- Vicondoa, Alejandro, 2016.
"Monetary News, U.S. Interest Rate and Business Cycles in Emerging Economies,"
Economics Working Papers
ECO2016/10, European University Institute.
- Alejandro Vicondoa, 2017. "Monetary News, U.S. Interest Rate and Business Cycles in Emerging Economies," Documentos de Trabajo 503, Instituto de Economia. Pontificia Universidad Católica de Chile..
- O. David Gulley & Jahangir Sultan, 2011. "Economics, politics and the federal funds markets: does the Fed play politics?," Applied Financial Economics, Taylor & Francis Journals, vol. 21(14), pages 1005-1019.
- Yasuo Nishiyama, 2017. "Open market operations and associated movements of the federal funds rate during the week prior to target changes," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(4), pages 806-828, October.
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Keywords
Federal funds market (United States); Federal funds rate; Monetary policy; Interest rates;All these keywords.
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