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Market Bailouts and the “Fed Put”
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Market Bailouts and the “Fed Put” (2008)Market Bailouts and the “Fed Put”Mellon: An American Life (2006)Mellon: An American LifeWhen Did the FOMC Begin Targeting the Federal Funds Rate? What the Verbatim Transcripts Tell Us (2005)When Did the FOMC Begin Targe…When Did the FOMC Begin Targeting the Federal Funds Rate? What the Verbatim Transcripts Tell Us (2004)When Did the FOMC Begin Targe…Federal Reserve interest rate targeting, rational expectations, and the term structure (1995)Federal Reserve interest rate…Federal Reserve interest rate targeting, rational expectations, and the term structure (1995)Federal Reserve interest rate…The Information in Long-Maturity Forward Rates (1987)The federal funds rate and the channels of monetary transmission (1989)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Macroeconomic news and bond market volatility1We thank Walter Toshi Baily, Bob Korajczyk, Jim Poterba, Mark Watson, seminar participants at the University of Chicago, Columbia University, Cornell University, and the University of Montreal, and especially Ludger Hentschel (the referee) for helpful comments. We also thank Mark Mitchell for supplying data, and Amy C. Ko and Sydney Ludvigson for research assistance. Lamont was supported by the FMC Faculty Research Fund at the Graduate School of Business, University of Chicago. A portion of this research was completed while Lumsdaine was a National Fellow at the Hoover Institution. We also thank the Financial Research Center at Princeton University for support. A previous version of this paper circulated as `Public Information and the Persistence of Bond Market Volatility'.1 (1998)Trend Inflation, Taylor Principle, and Indeterminacy (2009)Capital regulation and monetary policy with fragile banks (2013)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Central Banking in Theory and Practice (1998)Board of Governors of the Federal Reserve System (2001)The Monetary Policy Debate Since October 1979: Lessons for Theory and Practice (2005)Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset-Allocation Perspective (2010)Is there a limit on FOMC dissents? Evidence from the Greenspan era (2020)Andrew Carnegie and the foundations of contemporary entrepreneurial philanthropy (2011)Some Lessons from the Yield Curve (1995)Interest-rate smoothing and optimal monetary policy: a review of recent empirical evidence (2000)Tests of the expectations hypothesis: Resolving the anomalies when the short-term rate is the federal funds rate (2005)Monetary policy implementation and the federal funds rate (2009)A Survey of Announcement Effects on Foreign Exchange Returns (2010)
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References

  • 1995Federal Reserve interest rate targeting, rational expectations, and the term structure373 cited
  • 1995Federal Reserve interest rate targeting, rational expectations, and the term structure356 cited
  • 2005When Did the FOMC Begin Targeting the Federal Funds Rate? What the Verbatim Transcripts Tell Us46 cited
  • 2004When Did the FOMC Begin Targeting the Federal Funds Rate? What the Verbatim Transcripts Tell Us45 cited
  • 2006Mellon: An American Life25 cited

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