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Overnight indexed swap market-based measures of monetary policy expectations
Loyd, Simon P. - 2017
Persistent link: https://www.econbiz.de/10012423775
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Monetary policy expectation errors
Schmeling, Maik; Schrimpf, Andreas; Steffensen, Sigurd … - 2022 - This version: January 24, 2022
Persistent link: https://www.econbiz.de/10012888375
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Estimating nominal interest rate expectations : overnight indexed swaps and the term structure
Lloyd, Simon P. - 2018
Persistent link: https://www.econbiz.de/10011926163
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Estimating nominal interest rate expectations : overnight indexed swaps and the term structure
Loyd, Simon P. - 2017
Persistent link: https://www.econbiz.de/10012423770
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Estimating nominal interest rate expectations : overnight indexed swaps and the term structure
Lloyd, Simon P. - In: Journal of banking & finance 119 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012521227
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Overnight indexed swap-implied interest rate expectations
Lloyd, Simon - In: Finance research letters 38 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012485496
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Understanding the aspects of Federal Reserve forward guidance
Lunsford, Kurt G. - 2018
Persistent link: https://www.econbiz.de/10011950060
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Three empirical essays on the informational content of financial prices
Bernoth, Kerstin - 2004
Persistent link: https://www.econbiz.de/10002524759
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The nature and impact of the market forecasting errors in the Federal funds futures market
Dunbar, Kwamie; Amin, Abu S. - In: The North American journal of economics and finance : a … 31 (2015), pp. 174-192
Persistent link: https://www.econbiz.de/10011514207
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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 …
Persistent link: https://www.econbiz.de/10012926250