Thornton, Daniel L. - 2009
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Bomfim, A. (2003) “Pre-Announcement Effects, News Effects, and Volatility: Monetary
Policy and the Stock Market,” Journal of …
Piazzesi and Swanson (2008) argue that federal funds futures rate measures of financial markets’
expectations of monetary …
The Identification of the Response of Interest Rates to
Monetary Policy Actions Using Market-Based Measures of
Monetary …