What Are the Odds? Option-Based Forecasts of FOMC Target Changes
收藏ICPSR2006-01-01 更新2026-04-16 收录
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http://www.icpsr.umich.edu/icpsrweb/ICPSR/studies/1332
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资源简介：
This article uses the probability forecasts derived from options to assess evolving market uncertainty about Federal Reserve monetary policy actions in a variety of recent events and episodes. Options on federal funds futures contracts reveal a complete probability density function over possible Federal Reserve target rates, thus augmenting the expectations provided by federal funds futures contracts. Option-based forecasts are most useful when more than two federal funds target outcomes are plausible at an upcoming policy meeting.
提供机构：
Federal Reserve Bank of St. Louis
创建时间：
2006-01-01
