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FOMC Communication Policy and the Accuracy of Fed Funds Futures
16 references·0 citing·46 second hop
FOMC Communication Policy and the Accuracy of Fed Funds Futures (2011)FOMC Communication Policy and the Accurac…Does central bank communication really lead to better forecasts of policy decisions? New evidence based on a Taylor rule model for the ECB (2010)Does central bank communicati…Futures prices as risk-adjusted forecasts of monetary policy (2008)Futures prices as risk-adjust…Market-Based Measures of Monetary Policy Expectations (2007)Market-Based Measures of Mone…Futures Prices as Risk-Adjusted Forecasts of Monetary Policy (2007)Futures Prices as Risk-Adjust…Social Value of Public Information: Morris and Shin (2002) Is Actually Pro-Transparency, Not Con: Reply (2006)Social Value of Public Inform…Social Value of Public Information: Comment: Morris and Shin (2002) Is Actually Pro-Transparency, Not Con (2006)Social Value of Public Inform…Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts? (2006)Have Increases in Federal Res…Social Value of Public Information: Morris and Shin (2002) Is Actually Pro Transparency, Not Con (2005)Social Value of Public Inform…Bond Risk Premia (2005)Bond Risk PremiaAnticipations of Monetary Policy in Financial Markets (2003)Anticipations of Monetary Pol…Social Value of Public Information (2002)Social Value of Public Inform…Central Bank Behavior and the Strategy of Monetary Policy: Observations From Six Industrialized Countries (1992)Central Bank Behavior and the…Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Yield Spreads and Interest Ra…Yield Spreads and Interest Rate Movements: A BirdAS Eye View (1989)Yield Spreads and Interest Ra…The information in forward rates (1988)The information in forward ra…The Information in Long-Maturity Forward Rates (1987)The Information in Long-Matur…An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Expected stock returns and volatility (1987)A nonlinear general equilibrium model of the term structure of interest rates (1989)Changes in Expected Security Returns, Risk, and the Level of Interest Rates (1989)Risk premiums in the term structure (1989)Trends and random walks in macroeconomic time series (1988)Business conditions and expected returns on stocks and bonds (1989)Dynamic Asset Pricing Theory. (1993)Investor Psychology and Asset Pricing (2001)The General Theory of Employment, Interest and Money. (1936)A Simple Model of Herd Behavior (1992)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)The Causal Impact of Media in Financial Markets (2011)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Investor sentiment and the stock market’s reaction to monetary policy (2009)The Econometrics of Financial Markets (2012)Are Sticky Prices Costly? Evidence from the Stock Market (2015)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Cointegration and Tests of Present Value Models (1987)Term Premia and Interest Rate Forecasts in Affine Models (2002)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Monetary Policy Rules (1999)Heterogeneous Expectations and Bond Markets (2006)Gradualism, Transparency and the Improved Operational Framework: A Look at Overnight Volatility Transmission* (2009)Why Are Target Interest Rate Changes so Persistent? (2012)Central Banking in Theory and Practice (1998)Federal Reserve Information and the Behavior of Interest Rates (2000)Optimal Degree of Public Information Dissemination (2008)The federal funds rate and the channels of monetary transmission (1989)Monetary Policy Shocks: What Have We Learned and to What End? (1998)An Anatomy of Commodity Futures Risk Premia (2011)Countercyclical currency risk premia (2013)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)An Intertemporal Capital Asset Pricing Model (1973)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Expected Stock Returns and Variance Risk Premia (2009)How Sovereign Is Sovereign Credit Risk? (2011)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Transparency of Information and Coordination in Economies with Investment Complementarities (2004)A global index of information transparency and accountability (2014)Information Acquisition and Welfare (2014)Communication Technology and Protest (2015)
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References

  • 2002Social Value of Public Information1,982 cited
  • 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
  • 1987The Information in Long-Maturity Forward Rates1,552 cited
  • 2005Bond Risk Premia1,546 cited
  • 2007Market-Based Measures of Monetary Policy Expectations373 cited
  • 2008Futures prices as risk-adjusted forecasts of monetary policy353 cited
  • 1988The information in forward rates264 cited
  • 2006Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts?244 cited
  • 2006Social Value of Public Information: Morris and Shin (2002) Is Actually Pro-Transparency, Not Con: Reply239 cited
  • 2006Social Value of Public Information: Comment: Morris and Shin (2002) Is Actually Pro-Transparency, Not Con215 cited
  • 1989Yield Spreads and Interest Rate Movements: A BirdAS Eye View177 cited
  • 2003Anticipations of Monetary Policy in Financial Markets157 cited
  • 2005Social Value of Public Information: Morris and Shin (2002) Is Actually Pro Transparency, Not Con155 cited
  • 2007Futures Prices as Risk-Adjusted Forecasts of Monetary Policy139 cited
  • 1992Central Bank Behavior and the Strategy of Monetary Policy: Observations From Six Industrialized Countries

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126 cited
  • 2010Does central bank communication really lead to better forecasts of policy decisions? New evidence based on a Taylor rule model for the ECB124 cited
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