Recovering market expectations of FOMC rate changes with options on federal funds futures
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- John B. Carlson & Ben R. Craig & William R. Melick, 2005. "Recovering market expectations of FOMC rate changes with options on federal funds futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 25(12), pages 1203-1242, December.
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More about this item
KeywordsFederal Open Market Committee ; Monetary policy ; Interest rate futures;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-09-11 (All new papers)
- NEP-FMK-2005-09-11 (Financial Markets)
- NEP-IFN-2005-09-11 (International Finance)
- NEP-MON-2005-09-11 (Monetary Economics)
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