Futures Prices as Risk-adjusted Forecasts of Monetary Policy
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下载链接：
https://www.nber.org/papers/w10547
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资源简介：
Many researchers have used federal funds futures rates as measures of financial markets' expectations of future monetary policy. However, to the extent that federal funds futures reflect risk premia, these measures require some adjustment to account for these premia. In this paper, we document that
提供机构：
美国国家经济研究局
创建时间：
2004-06-01
