Overnight Indexed Swap Market-Based Measures of Monetary Policy Expectations
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- Lloyd, Simon, 2018. "Overnight index swap market-based measures of monetary policy expectations," Bank of England working papers 709, Bank of England.
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More about this item
KeywordsFederal Funds Futures; Overnight Indexed Swaps; Monetary Policy Expectations;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G1 - Financial Economics - - General Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-10-08 (All new papers)
- NEP-CBA-2017-10-08 (Central Banking)
- NEP-EEC-2017-10-08 (European Economics)
- NEP-MAC-2017-10-08 (Macroeconomics)
- NEP-MON-2017-10-08 (Monetary Economics)
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