Futures Prices as Risk-adjusted Forecasts of Monetary Policy
Year of publication: |
2004-06
|
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Authors: | Piazzesi, Monika ; Swanson, Eric T. |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | ME published as Piazzesi, Monika, and Swanson, Eric T. "Futures Prices as Risk-adjusted Forecasts of Monetary Policy." Journal of Monetary Economics 55(4): 677-691, May 2008 Number 10547 |
Classification: | G0 - Financial Economics. General ; G1 - General Financial Markets |
Source: |
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