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Predicting monetary policy with federal funds futures prices
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Predicting monetary policy with federal funds futures prices (2001)Predicting monetary policy with federal f…Demographic Effects on the Impact of Monetary Policy (2019)Demographic Effects on the Im…The Fed's policy decisions and implied volatility (2010)The Fed's policy decisions an…Extracting the Expected Path of Monetary Policy from Futures Rates (2003)Extracting the Expected Path …Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)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)The informational role of options markets: Evidence from FOMC announcements (2018)Volatility jumps and macroeconomic news announcements (2018)Evolving United States stock market volatility: The role of conventional and unconventional monetary policies (2022)The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure (1979)Common Factors Affecting Bond Returns (1991)The Fed funds futures rate as a predictor of federal reserve policy (1996)
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  • 2010The Fed's policy decisions and implied volatility71 cited
  • 2019Demographic Effects on the Impact of Monetary Policy15 cited
  • 2003Extracting the Expected Path of Monetary Policy from Futures Rates13 cited

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