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Using Federal Funds Futures Rates to Predict Federal Reserve Actions

Year: 1997

Type: article

Abstract: The federal funds futures rate naturally embodies the market’s expectation of the average behavior of the federal funds rate. But, as the authors explain, analysts cannot attempt to identify Fed policy from the behavior of the federal funds futures rate without making somewhat arbitrary additional assumptions.

DOI: 10.20955/r.79.45-53

Authors: John C. Robertson, Daniel L. Thornton

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2111832572

FWCI: 5.559

Cites: 3

Cited by: 41

Related to: 10