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Monetary policy surprises and interest rates: Evidence from the Fed funds futures market
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Research works printed but not linked: 15
- Bomfim, A.N., Reinhart, V.R., 1999. Making news: financial market effects of federal reserve disclosure practices. Board of Governors of the Federal Reserve System, Unpublished manuscript. · doi:10.2139/ssrn.224843
- Brunner, 2000, On the derivation of monetary policy shocks: should we throw the VAR out with the bath water?, Journal of Money, Credit and Banking, 32, 254, 10.2307/2601242 · doi:10.2307/2601242
- Cook, 1989, The effect of changes in the Federal funds rate target on market interest rates in the 1970s, Journal of Monetary Economics, 24, 331, 10.1016/0304-3932(89)90025-1 · DOI · Paper page
- Demiralp, S., Jorda, O., 1999. The transmission of monetary policy via announcement effects. U.C. Davis, Unpublished manuscript. · doi:10.2139/ssrn.184491
- Edelberg, 1996, Monetary policy shocks and long-term interest rates, Federal Reserve Bank of Chicago Economic Perspectives, 20, 2
- Evans, 1998, Monetary policy and the term structure of nominal interest rates: evidence and theory, Carnegie–Rochester Conference Volume on Public Policy, 49, 53, 10.1016/S0167-2231(99)00004-4 · DOI · Paper page
- Krueger, 1996, The Fed funds futures rate as a predictor of Federal Reserve policy, Journal of Futures Markets, 16, 865, 10.1002/(SICI)1096-9934(199612)16:8<865::AID-FUT2>3.0.CO;2-K · DOI · Paper page
- Mehra, 1996, Monetary policy and long-term interest rates, Federal Reserve Bank of Richmond Economic Quarterly, 82, 27
- Roley, 1995, Monetary policy actions and long term interest rates, Federal Reserve Bank of Kansas City Economic Quarterly, 80, 77
- Rudebusch, 1995, Federal reserve interest rate targeting, rational expectations, and the term structure, Journal of Monetary Economics, 35, 245, 10.1016/0304-3932(95)01190-Y · DOI · Paper page
- Rudebusch, 1998, Do measures of monetary policy in a VAR make sense?, International Economic Review, 39, 907, 10.2307/2527344 · DOI
- Thomas, P., 1994. Fed lifts short-term rates by half a percentage point. Wall Street Journal 230, August 17, A2.
- Vogel, Jr. T., 1994. Fed rate boost spurs rally in bond market. Wall Street Journal 230, August 17, C1.
- Wessel, D., 1990. Fed cuts discount rate to 6.5%; move signals concern on economy. Wall Street Journal 226, December 19, A2.
- Wessel, D., 1994. Short-term rates raised another half point by fed. Wall Street Journal 230, May 18, A2.
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Self-citationMonetary Policy Surprises, Credit Costs, and Economic Activity
Gertler, M., & Karadi, P. (2015) · American Economic Journal: Macroeconomics · doi:10.1257/mac.20130329 · Cited by 1,455
The Pre‐FOMC Announcement Drift
LUCCA, D. O., & MOENCH, E. (2015) · The Journal of Finance · doi:10.1111/jofi.12196 · Cited by 624
Measuring the effects of federal reserve forward guidance and asset purchases on financial markets
Swanson, E. T. (2021) · Journal of Monetary Economics · doi:10.1016/j.jmoneco.2020.09.003 · Cited by 600
What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?
Wright, J. H. (2012) · The Economic Journal · doi:10.1111/j.1468-0297.2012.02556.x · Cited by 527
Metadata
- Authors
- Kuttner, K. N.
- Venue
- Journal of Monetary Economics
- Publisher
- Elsevier BV
- Published
- 2001-06
- Volume
- 47
- Issue
- 3
- Pages
- 523-544
- ISSN
- 0304-3932 (ISSN-L)
- OpenAlex
- W3124933125
- Cited by
- 2,049
- References
- 0
- FWCI
- 82.88
- Type
- journal article
- Language
- en
- Open access
- green
- Licence
- www.elsevier.com/tdm/userlicense/1.0/ (tdm)
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- Kuttner, K. N. (2001). Monetary policy surprises and interest rates: Evidence from the Fed funds futures market. Journal of Monetary Economics. https://doi.org/10.1016/s0304-3932(01)00055-1
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
