Futures prices as risk-adjusted forecasts of monetary policy

Journal of Monetary Economics

Volumn 55, Issue 4, 2008, Pages 677-691

  Piazzesi, Monika ^a   Swanson, Eric T ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b FEDERAL RESERVE BANK OF SAN FRANCISCO   (United States)

Author keywords

Federal funds futures; Monetary policy; Risk premia

Indexed keywords

EID: 46749114332     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmoneco.2008.04.003     Document Type: Article

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