Daily Changes in Fed Funds Futures Prices
收藏NBER2007-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w13112
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资源简介：
This paper explores the properties of daily changes in the prices for near-term fed funds futures contracts. The paper finds these contracts to be excellent predictors of the fed funds rate, and shows that the claim of a nonzero term premium in the short-horizon contracts is more sensitive to
提供机构：
美国国家经济研究局
创建时间：
2007-05-01
