Extracting the Expected Path of Monetary Policy from Futures Rates

Common Factors Affecting Bond Returns

1991 • 1,873 citations

The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure

1979 • 866 citations

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

1996 • 289 citations

The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures

1996 • 162 citations

Anticipations of Monetary Policy in Financial Markets

2003 • 147 citations

Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia

2001 • 105 citations

Federal Funds Futures as an Indicator of Future Monetary Policy: A Primer

1995 • 48 citations

Using Federal Funds Futures Rates to Predict Federal Reserve Actions

1997 • 41 citations

Market-Based Measures of Monetary Policy Expectations

2006 • 41 citations

Predicting monetary policy with federal funds futures prices

2001 • 15 citations