Bredin, Donal (contributor); Gavin, Caroline (contributor); … - 2004
explored the in uence of economic news on asset prices, e.g. studies
have examined the impact of o cial announcements of real … In contrast to studies such as Connolly & Wang
(1998,2003) and Flannery & Protopapadkis (2002), we believe our measure of … contract dominates other market
instruments at forecasting the fed funds rate. Previously mentioned studies have used
an …