Short-term risk premiums and policy rate expectations in the United States
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Cited by:
- Michael Callaghan, 2017. "Is the market always right? Improving federal funds rate forecasts by adjusting for the term premium," Reserve Bank of New Zealand Analytical Notes series AN2017/08, Reserve Bank of New Zealand.
- Michael Callaghan & Enzo Cassino & Tugrul Vehbi & Benjamin Wong, 2019. "Opening the toolbox: how does the Reserve Bank analyse the world?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 82, pages 1-14, April.
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This paper has been announced in the following NEP Reports:- NEP-MAC-2017-01-22 (Macroeconomics)
- NEP-MON-2017-01-22 (Monetary Economics)
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