Showing 41 - 50 of 81
Persistent link: https://www.econbiz.de/10010434001
Persistent link: https://www.econbiz.de/10010233370
Persistent link: https://www.econbiz.de/10009621165
Persistent link: https://www.econbiz.de/10010126188
Persistent link: https://www.econbiz.de/10009701968
A well-documented empirical result is that market expectations extracted from futures contracts on the federal funds rate are among the best predictors for the future course of monetary policy. We show how this information can be exploited to produce accurate forecasts of bond excess returns and...
Persistent link: https://www.econbiz.de/10009744063
Persistent link: https://www.econbiz.de/10009764320
Persistent link: https://www.econbiz.de/10010366135
Persistent link: https://www.econbiz.de/10010382637
Persistent link: https://www.econbiz.de/10010366953