The nature and impact of the market forecasting errors in the Federal funds futures market
Kwamie Dunbar, Abu S. Amin (Department of Economics and Finance, Sacred Heart University, Fairfield, CT, United States)
| Year of publication: |
January 2015
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| Authors: | Dunbar, Kwamie ; Amin, Abu S. |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 31.2015, p. 174-192
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| Subject: | Federal funds futures | Federal funds rate | Monetary policy transmission | Forecasting errors | Geldpolitik | Monetary policy | Geldmarkt | Money market | Prognoseverfahren | Forecasting model | Derivat | Derivative | Theorie | Theory | Zins | Interest rate | Prognose | Forecast | Geldpolitische Transmission | Monetary transmission |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2014.11.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011514207