Home About Latest Browse RSS Advanced Search

Federal Reserve Bank of Cleveland
Economic Commentary
Monetary policy and the federal funds futures market
John B. Carlson
Jean M. McIntire
Abstract

How well did the federal funds futures market anticipate recent monetary policy actions? The authors examine the predictive content of fed funds futures rates, which provide the Federal Open Market Committee with a clear reading of market expectations for policy, in the context of 1994 policy moves and analyze the fed funds futures market outlook in early 1995.


Download Full text
Cite this item
John B. Carlson & Jean M. McIntire, "Monetary policy and the federal funds futures market" , Federal Reserve Bank of Cleveland, Economic Commentary, issue Jul, 1995.
More from this series
JEL Classification:
Subject headings:
Keywords: Monetary policy ; Federal funds market (United States)
For corrections, contact 4D Library ()
Fed-in-Print is the central catalog of publications within the Federal Reserve System. It is managed and hosted by the Economic Research Division, Federal Reserve Bank of St. Louis.

Privacy Legal