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Fed funds futures and the news

Kearney, Adrienne A.; Lombra, Raymond E. - In: Atlantic economic journal : AEJ 31 (2003) 4, pp. 330-337

Persistent link: https://www.econbiz.de/10001907503

Essays of monetary policy, growth, and twin crises

Gürkaynak, Refet S. - 2004

Persistent link: https://www.econbiz.de/10003551063

The time-varying response of foreign stock markets to US monetary policy surprises : evidence from the Federal funds futures market

Kishor, N. Kundan; Marfatia, Hardik A. - In: Journal of international financial markets, … 24 (2013), pp. 1-24

Persistent link: https://www.econbiz.de/10009726483

Using federal funds futures contracts for monetary policy analysis

Gürkaynak, Refet S. - 2005

Persistent link: https://www.econbiz.de/10003012508

The impact of changes in FOMC disclosure practices on the transparency of monetary policy : are markets and the FOMC better "synched"?

Poole, William; Rasche, Robert H. - In: Review / Federal Reserve Bank of St. Louis 85 (2003) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10001784780

The Time-Varying Response of Foreign Stock Markets to U.S. Monetary Policy Surprises : Evidence from the Federal Funds Futures Market

Kishor, N. Kundan - 2012

In this paper, we estimate the time-varying response of foreign stock markets to U.S. monetary policy shocks derived from the high-frequency Federal funds futures market. Our results show significant time-variation in the response of the global equity markets to U.S. monetary policy surprises,...

Persistent link: https://www.econbiz.de/10013111064