Using Federal Funds Futures Rates to Predict Federal Reserve Actions

Abstract

The federal funds futures rate naturally embodies the market’s expectation of the average behavior of the federal funds rate. But, as the authors explain, analysts cannot attempt to identify Fed policy from the behavior of the federal funds futures rate without making somewhat arbitrary additional assumptions.

Cite this work

No public copy is stored for this record, so only the metadata is cited.

Stored only when both papers are in the corpus — 41 citations exist upstream.

Papers that cite the same references — the relational fallback while embeddings are still backfilling.