Monetary policy surprises and interest rates: Evidence from the Fed funds futures market
Top Cited Papers
- 1 June 2001
- journal article
- Published by Elsevier in Journal of Monetary Economics
- Vol. 47 (3) , 523-544
- https://doi.org/10.1016/s0304-3932(01)00055-1
Abstract
No abstract availableThis publication has 8 references indexed in Scilit:
- On the Derivation of Monetary Policy Shocks: Should We Throw the VAR out with the Bath Water?Journal of Money, Credit and Banking, 2000
- Making News: Financial Market Effects of Federal Reserve Disclosure PracticesSSRN Electronic Journal, 2000
- The Transmission of Monetary Policy via Announcement EffectsSSRN Electronic Journal, 1999
- Monetary policy and the term structure of nominal interest rates: Evidence and theoryCarnegie-Rochester Conference Series on Public Policy, 1998
- Do Measures of Monetary Policy in a Var Make Sense?International Economic Review, 1998
- The Fed funds futures rate as a predictor of federal reserve policyJournal of Futures Markets, 1996
- Federal Reserve interest rate targeting, rational expectations, and the term structureJournal of Monetary Economics, 1995
- The effect of changes in the federal funds rate target on market interest rates in the 1970sJournal of Monetary Economics, 1989