What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices
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- Mertens, Thomas M. & Williams, John C., 2018. "What to expect from the lower bound on interest rates: evidence from derivatives prices," Staff Reports 865, Federal Reserve Bank of New York.
References listed on IDEAS
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- Mertens, Thomas M. & Williams, John C., 2019.
"Monetary Policy Frameworks and the Effective Lower Bound on Interest Rates,"
Working Paper Series
2019-1, Federal Reserve Bank of San Francisco.
- Mertens, Thomas M. & Williams, John C., 2019. "Monetary policy frameworks and the effective lower bound on interest rates," Staff Reports 877, Federal Reserve Bank of New York, revised 13 Jan 2019.
More about this item
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2018-02-19 (All new papers)
- NEP-MAC-2018-02-19 (Macroeconomics)
- NEP-MON-2018-02-19 (Monetary Economics)
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