Monetary policy and the federal funds futures market

John Carlson () and Jean M. McIntire

Economic Commentary, 1995, issue Jul

Abstract: How well did the federal funds futures market anticipate recent monetary policy actions? The authors examine the predictive content of fed funds futures rates, which provide the Federal Open Market Committee with a clear reading of market expectations for policy, in the context of 1994 policy moves and analyze the fed funds futures market outlook in early 1995.

Keywords: Monetary policy; Federal funds market (United States) (search for similar items in EconPapers)
Date: 1995

Downloads: (external link)
http://www.clevelandfed.org/Research/commentary/1995/0700.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:fip:fedcec:y:1995:i:jul

Ordering information: This journal article can be ordered from

Access Statistics for this article

More articles in Economic Commentary from Federal Reserve Bank of Cleveland
Contact information at EDIRC.
Series data maintained by Diane Rosenberger ().