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Using Federal Funds Futures Rates to Predict Federal Reserve Actions
1 references·11 citing·38 second hop
Using Federal Funds Futures Rates to Predict Federal Reserve Actions (1997)Using Federal Funds Futures Rates to Pred…The Fed funds futures rate as a predictor of federal reserve policy (1996)The Fed funds futures rate as…The Relationship between the Federal Funds Rate and the Fed's Federal Funds Rate Target: Is it Open Market or Open Mouth Operations? (2016)The Relationship between the …The Determinants of Future U.S. Monetary Policy: High‐Frequency Evidence (2010)The Determinants of Future U.…Estimating the Monetary Policy Reaction Function for Taiwan: A VAR Model (2005)Estimating the Monetary Polic…DID U.S. MONETARY POLICY RESPOND TO EXCHANGE RATES, LONG-TERM INTEREST RATES, AND THE UNEMPLOYMENT RATE GAP? (2005)DID U.S. MONETARY POLICY RESP…The Predictability of FOMC Decisions: Evidence from the Volcker and Greenspan Chairmanships (2003)The Predictability of FOMC De…Extracting the Expected Path of Monetary Policy from Futures Rates (2003)Extracting the Expected Path …Market-Based Measures of Monetary Policy Expectations (2002)Market-Based Measures of Mone…Market Predictability of ECB Policy Decisions (2002)Market Predictability of ECB …Extracting the Expected Path of Monetary Policy from Futures Rates (2002)Extracting the Expected Path …MARKET REACTION TO MONETARY POLICY NONANNOUNCEMENTS (1998)MARKET REACTION TO MONETARY P…Monetary Policy and Financial Market Expectations: What Did They Know and When Did They Know It? (1996)Monetary Policy and Financial…Testing for Common Trends (1988)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)The Term Structure with Semi‐credible Targeting (2003)Term-structure forecasts of interest rates, inflation and real returns (1990)What does the term structure tell us about future inflation? (1990)Do Measures of Monetary Policy in a VAR Make Sense (1998)Discretion versus policy rules in practice (1993)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Monetary policy rules in practice (1998)Monetary Policy Objectives in Pakistan: An Empirical Investigation (2007)A Positive Theory of Monetary Policy in a Natural-Rate Model (1981)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)THE ASYMMETRIC IMPACT OF “INFORMATIVE” AND “UNINFORMATIVE” FEDERAL OPEN MARKET COMMITTEE STATEMENTS ON ASSET PRICES (2010)The Tempered Ordered Probit (TOP) Model with an Application to Monetary Policy (2013)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation (2014)The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure (1979)Common Factors Affecting Bond Returns (1991)Macroeconomics and ARCH (2008)Short-Term Interest Rate Futures as Monetary Policy Forecasts (2008)Does FOMC news increase global FX trading? (2011)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)The identification of monetary policy disturbances explaining the liquidity puzzle (1995)Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts? (2006)Prediction market accuracy in the long run (2008)The federal funds rate and the channels of monetary transmission (1989)A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates (2004)State-Dependent Stock Market Reactions to Monetary Policy (2006)Monetary policy transmission and real estate investment trusts (2010)Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market (2002)The Fed and Interest Rates—A High-Frequency Identification (2002)The Impact of Switching Regimes and Monetary Shocks: An Empirical Analysis of REITs (2012)Uncertainty and the effectiveness of policy (1967)Is the ECB sufficiently accountable and transparent (2001)What Do Financial Market Data Tell Us about Monetary Policy Transparency (2003)The Importance of the Wording of the ECB (2005)
this work references cited by second hop

References

  • 1996The Fed funds futures rate as a predictor of federal reserve policy262 cited

Cited by

  • 2002Market Predictability of ECB Policy Decisions38 cited
  • 1998MARKET REACTION TO MONETARY POLICY NONANNOUNCEMENTS32 cited
  • 2002Extracting the Expected Path of Monetary Policy from Futures Rates27 cited
  • 2016The Relationship between the Federal Funds Rate and the Fed's Federal Funds Rate Target: Is it Open Market or Open Mouth Operations?21 cited
  • 2002Market-Based Measures of Monetary Policy Expectations19 cited
  • 2003The Predictability of FOMC Decisions: Evidence from the Volcker and Greenspan Chairmanships17 cited
  • 2005Estimating the Monetary Policy Reaction Function for Taiwan: A VAR Model16 cited
  • 2010The Determinants of Future U.S. Monetary Policy: High‐Frequency Evidence15 cited
  • 1996Monetary Policy and Financial Market Expectations: What Did They Know and When Did They Know It?14 cited
  • 2003Extracting the Expected Path of Monetary Policy from Futures Rates13 cited
  • 2005DID U.S. MONETARY POLICY RESPOND TO EXCHANGE RATES, LONG-TERM INTEREST RATES, AND THE UNEMPLOYMENT RATE GAP?11 cited

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