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Journal Article
Federal Open Market Committee directive (December 11, 2001)
anonymous (2002-01)
Federal Reserve Bulletin , Issue Jan , Pages 15

Journal Article
Federal Open Market Committee directive (January 28, 2004)
anonymous (2004-04)
Federal Reserve Bulletin , Issue Spr

Journal Article
Expectations, open market operations, and changes in the federal funds rate
Taylor, John B. (2001-07)
Review , Volume 83 , Issue Jul , Pages 33-58

Journal Article
Economic factors, monetary policy and expected returns on stocks and bonds
Booth, Lena Chua; Booth, James R. (1997)
This paper examines the impact of the stance of monetary policy on security returns. The two measures of the stance of monetary policy used, the federal funds rate and an index based on the changes in the discount rate, contain significant information that can be used to forecast expected stock and bond portfolio returns. Specifically, we find that a restrictive (expansive) monetary policy stance decreases (increases) returns of large and small stock portfolios and in some cases, corporate bond portfolios. The monetary policy stance measures have explanatory power in forecasting stock and ...
Economic Review

Journal Article
The funds rate target and interest rates
Thornton, Daniel L. (1999-09)
Monetary Trends , Issue Sep

Journal Article
Assessing monetary policy effects using daily federal funds futures contracts
Hamilton, James D. (2008-07)
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 federal funds target on Treasury yields of different maturities. The generalization avoids the need to condition on the date of the target change and allows for deviations of the effective fed funds rate from the target as well as gradual learning by market participants about the target. The paper shows that parameters estimated solely on the basis of the behavior of the fed funds and fed funds futures can account for the broad calendar ...
Review , Volume 90 , Issue Jul , Pages 377-394

Speech
Comments on 'Financial Conditions Indexes: A New Look after the Financial Crisis'
Dudley, William (2010)
Remarks at the University of Chicago Booth School of Business Annual U.S. Monetary Policy Forum, New York City.
Speech , Paper 16

Working Paper
Estimates of the term premium on near-dated federal funds futures contracts
Durham, J. Benson (2003)
This paper examines estimates of the term premium on federal funds futures rates, with a focus on near-dated contracts and therefore the more immediate policy horizon. The first set of methods assumes that the term premium is constant over time. Under this framework, calculations that use survey data to proxy for forecast errors produce more intuitive results than estimates based on the restrictive assumption that forecast errors average to zero over the sample. The second set of methods allows the term premium to vary over time, but the results based on the term structure of near-dated ...
Finance and Economics Discussion Series , Paper 2003-19

Journal Article
Federal Open Market Committee directive (February 2, 2005)
anonymous (2005-04)
Federal Reserve Bulletin , Issue Spr

Journal Article
Federal Open Market Committee directive (March 19, 2002)
anonymous (2002-04)
Federal Reserve Bulletin , Issue Apr

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