Federal funds futures as an indicator of future monetary policy: a primer
John Carlson (),
Jean M. McIntire and
James Thomson
Economic Review, 1995, issue Q I, 20-30
Abstract:
An analysis of how federal funds futures markets are efficient processors of information concerning the future path of the fed funds rate and a discussion of some related implications for central-bank policymaking.
Date: 1995
References: Add references at CitEc
Citations: View citations in EconPapers (35)
Downloads: (external link)
http://www.clevelandfed.org/Research/Review/1995/95-q1-carlson.pdf (text/html)
Our link check indicates that this URL is bad, the error code is: 404 Not Found (http://www.clevelandfed.org/Research/Review/1995/95-q1-carlson.pdf [301 Moved Permanently]--> https://www.clevelandfed.org/Research/Review/1995/95-q1-carlson.pdf [301 Moved Permanently]--> https://www.clevelandfed.org/research/review/1995/95-q1-carlson.pdf)
https://fraser.stlouisfed.org/scribd/?toc_id=66696 ... _page=21#scribd-open
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: https://EconPapers.repec.org/RePEc:fip:fedcer:y:1995:i:qi:p:20-30
Ordering information: This journal article can be ordered from
Access Statistics for this article
More articles in Economic Review from Federal Reserve Bank of Cleveland Contact information at EDIRC.
Bibliographic data for series maintained by 4D Library ().