Market-Based Measures of Monetary Policy Expectations

Monetary policy surprises and interest rates: Evidence from the Fed funds futures market

2001 • 1,699 citations

Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market

2002 • 449 citations

The Fed and Interest Rates—A High-Frequency Identification

2002 • 439 citations

Combining Economic Forecasts

1986 • 310 citations

The Fed funds futures rate as a predictor of federal reserve policy

1996 • 289 citations

Anticipations of Monetary Policy in Financial Markets

2003 • 147 citations

Perfecting the Market's Knowledge of Monetary Policy

2000 • 52 citations

Identifying VARs Based on High Frequency Futures Data

2002 • 49 citations

Using Federal Funds Futures Rates to Predict Federal Reserve Actions

1997 • 41 citations

Extracting the Expected Path of Monetary Policy from Futures Rates

2002 • 8 citations

The Term Structure of Commercial Paper Rates

2004 • 6 citations