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Volumn 47, Issue 3, 2001, Pages 523-544

Monetary policy surprises and interest rates: Evidence from the Fed funds futures market

Author keywords

E4; Fed funds futures; G1; Monetary policy; Term structure of interest rates

Indexed keywords


EID: 0001011206     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-3932(01)00055-1     Document Type: Article
Times cited : (1343)

References (19)
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    • Brunner, A.D.1
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    • Evans, C.L.1    Marshall, D.2
  • 8
    • 8744288646 scopus 로고    scopus 로고
    • The Fed funds futures rate as a predictor of Federal Reserve policy
    • Krueger J.T., Kuttner K.N. The Fed funds futures rate as a predictor of Federal Reserve policy. Journal of Futures Markets. 16:1996;865-879.
    • (1996) Journal of Futures Markets , vol.16 , pp. 865-879
    • Krueger, J.T.1    Kuttner, K.N.2
  • 11
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    • The financial linkages in the transmission of monetary policy in the United States
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    • (1994) In: National Differences in Interest Rate Transmission
    • Radecki, L.1    Reinhart, V.2
  • 14
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    • Federal reserve interest rate targeting, rational expectations, and the term structure
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    • Rudebusch, G.1
  • 15
    • 0347392838 scopus 로고    scopus 로고
    • Do measures of monetary policy in a VAR make sense?
    • Rudebusch G. Do measures of monetary policy in a VAR make sense? International Economic Review. 39:1998;907-931.
    • (1998) International Economic Review , vol.39 , pp. 907-931
    • Rudebusch, G.1
  • 16
    • 4243881004 scopus 로고
    • Fed lifts short-term rates by half a percentage point
    • August 17
    • Thomas, P., 1994. Fed lifts short-term rates by half a percentage point. Wall Street Journal 230, August 17, A2.
    • (1994) Wall Street Journal , vol.230
    • Thomas, P.1
  • 17
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    • Fed rate boost spurs rally in bond market
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    • Vogel, Jr. T., 1994. Fed rate boost spurs rally in bond market. Wall Street Journal 230, August 17, C1.
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    • Fed cuts discount rate to 6.5%; move signals concern on economy
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    • Wessel, D.1
  • 19
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    • Short-term rates raised another half point by fed
    • May 18
    • Wessel, D., 1994. Short-term rates raised another half point by fed. Wall Street Journal 230, May 18, A2.
    • (1994) Wall Street Journal , vol.230
    • Wessel, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.