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Does a bias in FOMC policy directives help predict intermeeting policy changes?
Lapp, John S., (2000)
Does the federal reserve possess an exploitable informational advantage?
Peek, Joe, (1999)
Information from financial markets and VAR measures of monetary policy
Bagliano, Fabio C., (1999)
Estimating the value and interest rate risk of interest-bearing transactions deposits
O'Brien, James M., (2000)
The covariance measure of substitution : an application to financial assets
O'Brien, James M., (1974)
Estimating the information value of immediate disclosure of the FOMC policy directive
O'Brien, James M., (1981)