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Volumn 87, Issue 3, 2005, Pages 395-405

Monetary policy and commodity futures

Author keywords

[No Author keywords available]

Indexed keywords


EID: 33646389282     PISSN: 00149187     EISSN: None     Source Type: Journal    
DOI: 10.20955/r.87.395-406     Document Type: Article
Times cited : (3)

References (14)
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    • Clark, T.E.1    Kozicki, S.2
  • 2
    • 38249040340 scopus 로고
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    • (1986) Journal of Monetary Economics , vol.18 , pp. 3-20
    • Cornell, B.1    French, K.R.2
  • 3
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    • Identifying VARS based on high frequency futures data
    • Faust, Jon; Swanson, Eric T. and Wright, Jonathan H. "Identifying VARS Based on High Frequency Futures Data." Journal of Monetary Economics, 2004, 51, pp. 1107-31.
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    • Faust, J.1    Swanson, E.T.2    Wright, J.H.3
  • 4
    • 84910383313 scopus 로고
    • The reserve market and the information content of M1 announcements
    • Quarter I
    • Gavin, William T. and Karamouzis, Nicholas V. "The Reserve Market and the Information Content of M1 Announcements." Federal Reserve Bank of Cleveland Review, 1985, Quarter I, pp. 11-28.
    • (1985) Federal Reserve Bank of Cleveland Review , pp. 11-28
    • Gavin, W.T.1    Karamouzis, N.V.2
  • 5
    • 33646399038 scopus 로고    scopus 로고
    • The monetary instrument matters
    • Federal Reserve Bank of St. Louis, November
    • Gavin, William T.; Keen, Benjamin D. and Pakko, Michael R. "The Monetary Instrument Matters." Working Paper 2004-026A, Federal Reserve Bank of St. Louis, November 2004.
    • (2004) Working Paper , vol.2004 , Issue.26 A
    • Gavin, W.T.1    Keen, B.D.2    Pakko, M.R.3
  • 6
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    • Facts and fantasies about commodity futures
    • National Bureau of Economic Research, June
    • Gorton, Gary and Rouwenhorst, K. Geert. "Facts and Fantasies About Commodity Futures." NBER Working Paper 10595, National Bureau of Economic Research, June 2004.
    • (2004) NBER Working Paper 10595
    • Gorton, G.1    Rouwenhorst, K.G.2
  • 7
    • 11044235795 scopus 로고    scopus 로고
    • The excess sensitivity of long-term interest rates: Evidence and implications for macroeconomic models
    • Board of Governors of the Federal Reserve System August 13
    • Gürkaynak, Refet S.; Sack, Brian and Swanson, Eric. "The Excess Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic Models." Board of Governors of the Federal Reserve System Finance and Economics Discussion Series 2003-50, August 13, 2003.
    • (2003) Finance and Economics Discussion Series , vol.2003 , Issue.50
    • Gürkaynak, R.S.1    Sack, B.2    Swanson, E.3
  • 8
    • 33646409172 scopus 로고    scopus 로고
    • Monetary policy actions, macroeconomic data releases, and inflation expectation
    • May/June
    • Kliesen, Kevin L. and Schmid, Frank A. "Monetary Policy Actions, Macroeconomic Data Releases, and Inflation Expectation." Federal Reserve Bank of St. Louis Review, May/June 2004a, 86(3), pp. 9-21.
    • (2004) Federal Reserve Bank of St. Louis Review , vol.86 , Issue.3 , pp. 9-21
    • Kliesen, K.L.1    Schmid, F.A.2
  • 9
    • 84892888809 scopus 로고    scopus 로고
    • Do productivity growth, budget deficits, and monetary policy actions affect real interest rates? Evidence from macroeconomic announcement data
    • Federal Reserve Bank of St. Louis, September
    • Kliesen, Kevin L. and Schmid, Frank A. "Do Productivity Growth, Budget Deficits, and Monetary Policy Actions Affect Real Interest Rates? Evidence From Macroeconomic Announcement Data." Working Paper 2004-019A, Federal Reserve Bank of St. Louis, September 2004b.
    • (2004) Working Paper , vol.2004 , Issue.19
    • Kliesen, K.L.1    Schmid, F.A.2
  • 10
    • 0001011206 scopus 로고    scopus 로고
    • Monetary policy surprises and interest rates: Evidence from the federal funds futures market
    • June
    • Kuttner, Kenneth N. "Monetary Policy Surprises and Interest Rates: Evidence from the Federal Funds Futures Market." Journal of Monetary Economics, June 2001, 47(3), pp. 523-44.
    • (2001) Journal of Monetary Economics , vol.47 , Issue.3 , pp. 523-544
    • Kuttner, K.N.1
  • 11
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    • Can futures market data be used to understand the behavior of real interest rates?
    • March
    • Mishkin, Frederic S. "Can Futures Market Data Be Used to Understand the Behavior of Real Interest Rates?" Journal of Finance, March 1990, 45, pp. 245-57.
    • (1990) Journal of Finance , vol.45 , pp. 245-257
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  • 13
    • 0039810801 scopus 로고
    • Monetary policy regimes, expected inflation, and the response of interest rates to money announcements
    • Roley, V. Vance and Walsh, Carl E. "Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements." Quarterly Journal of Economics, 1985, 100(5, Supplement), pp. 1011-37.
    • (1985) Quarterly Journal of Economics , vol.100 , Issue.5 SUPPL. , pp. 1011-1037
    • Roley, V.V.1    Walsh, C.E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.