The Policy Anticipation Hypothesis: Evidence from the Federal Funds Futures Market
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DOI: 10.1093/cep/byh041
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References listed on IDEAS
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Citations
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Cited by:
- Povilas Lastauskas & Julius Stakenas, 2016. "Openness and Structural Labour Market Reforms: Counterfactuals for Lithuania," Bank of Lithuania Discussion Paper Series 1, Bank of Lithuania.
- Nicholas Taylor, 2010.
"The Determinants of Future U.S. Monetary Policy: High-Frequency Evidence,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2-3), pages 399-420, March.
- Nicholas Taylor, 2010. "The Determinants of Future U.S. Monetary Policy: High‐Frequency Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2‐3), pages 399-420, March.
- Lapp, John S. & Pearce, Douglas K., 2012. "The impact of economic news on expected changes in monetary policy," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 362-379.
- Barbara Hutniczak & Niels Vestergaard & Dale Squires, 2019. "Policy Change Anticipation in the Buyback Context," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 73(1), pages 111-132, May.
- Povilas Lastauskas & Julius Stakenas, 2018. "Openness And Structural Labor Market Reforms: Ex Ante Counterfactuals," Contemporary Economic Policy, Western Economic Association International, vol. 36(4), pages 723-757, October.
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More about this item
JEL classification:
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- G1 - Financial Economics - - General Financial Markets
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