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Market-based measures of monetary policy expectations

Gürkaynak, Refet S. (contributor); Sack, Brian (contributor) - 2006

Persistent link: https://www.econbiz.de/10003416330

Market-based measures of monetary policy expectations

Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric T. - 2002

Persistent link: https://www.econbiz.de/10001706701

Monetary policy expectation errors

Schmeling, Maik; Schrimpf, Andreas; Steffensen, Sigurd … - 2022 - This version: January 24, 2022

Persistent link: https://www.econbiz.de/10012888375

The behavior of federal funds futures prices over the monetary poliy cycle

Moore, Jeff; Austin, Richard - In: Economic review 87 (2002) 2, pp. 45-61

Persistent link: https://www.econbiz.de/10001697028

Overnight Index Swap Market-Based Measures of Monetary Policy Expectations

Lloyd, Simon - 2018

I assess the use of overnight indexed swap (OIS) rates as measures of monetary policy expectations. I find that one to twelve-month US OIS rates provide measures of investors' interest rate expectations that are comparable to those from corresponding-horizon federal funds futures rates, which...

Persistent link: https://www.econbiz.de/10012926250