References

• 1989The federal funds rate and the channels of monetary transmission2,833 cited
• 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
• 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
• n.d.A Black Swan in the Money Market610 cited
• 1989The effect of changes in the federal funds rate target on market interest rates in the 1970s595 cited
• 1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates562 cited
• 1986The Changing Behavior of the Term Structure of Interest Rates472 cited
• 2007Market-Based Measures of Monetary Policy Expectations373 cited
• 1995Federal Reserve interest rate targeting, rational expectations, and the term structure373 cited
• 1995Federal Reserve interest rate targeting, rational expectations, and the term structure356 cited
• 2010Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads255 cited
• 2008The Effect of the Term Auction Facility on the London Inter-Bank Offered Rate212 cited
• 2003Anticipations of Monetary Policy in Financial Markets157 cited
• 2013Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?104 cited
• 2009