Market-Based Measures of Monetary Policy Expectations
- 1 April 2007
- journal article
- Published by Taylor & Francis in Journal of Business & Economic Statistics
- Vol. 25 (2) , 201-212
- https://doi.org/10.1198/073500106000000387
Abstract
A number of recent articles have used different financial market instruments to measure near-term expectations of the federal funds rate and the high-frequency changes in these instruments around F...Keywords
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