Thornton, Daniel L. - Federal Reserve Bank of St. Louis - 2006
13
If the 15
th
falls on a weekend or a holiday, takes on the value of 1 on the business day closest to the
middle of …. 189-209.
Guthrie, G. and Wright, J. (2000). “Open Mouth Operations,” Journal of Monetary
Economics, 46(2), pp. 489 …). “Monetary Policy Surprises and Interest Rates: Evidence from the
Fed Funds Futures Market,” Journal of Monetary Economics, 47 …