Assessing Monetary Policy Effects Using Daily Fed Funds Futures Contracts
收藏NBER2007-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w13569
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资源简介：
This paper develops a generalization of the formulas proposed by Kuttner (2001) and others for purposes of measuring the effects of a change in the fed funds target on Treasury yields of different maturities. The generalization avoids the need to condition on the date of the target change and allows
提供机构：
美国国家经济研究局
创建时间：
2007-11-01
