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Monetary policy surprises and interest rates : evidence from the Fed funds futures market
Kuttner, Kenneth N. - 2000
Persistent link: https://www.econbiz.de/10001501427
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Why does the paper-bill spread predict real economic activity?
Friedman, Benjamin M.; Kuttner, Kenneth N. - 1991
Persistent link: https://www.econbiz.de/10000823425
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Indicator properties of the paper-bill spread : lessons from recent experience
Friedman, Benjamin M.; Kuttner, Kenneth N. - 1994
Persistent link: https://www.econbiz.de/10000903983
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The Fed funds futures rate as a predictor of Federal Reserve policy
Krueger, Joel T.; Kuttner, Kenneth N. - 1995
Persistent link: https://www.econbiz.de/10000908005
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Why does the paper-bill spread predict real economic activity?
Friedman, Benjamin M. - In: Business cycles, indicators, and forecasting, (pp. 213-249). 1993
Persistent link: https://www.econbiz.de/10001314203
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Indicator properties of the paper-bill spread : lessons from recent experience
Friedman, Benjamin M. - In: The review of economics and statistics 80 (1998) 1, pp. 34-44
Persistent link: https://www.econbiz.de/10001235788
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Monetary policy surprises and interest rates : evidence from the fed funds futures market
Kuttner, Kenneth N. - In: Journal of monetary economics 47 (2001) 3, pp. 523-544
Persistent link: https://www.econbiz.de/10001588926
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Monetary policy and external finance : interpreting the behavior of financial flows and interest rate spreads
Kuttner, Kenneth N. - 1992
Persistent link: https://www.econbiz.de/10000890913
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Indicator properties of the paper-bill spread : lessons from recent experience
Friedman, Benjamin M.; Kuttner, Kenneth N. - 1994
Persistent link: https://www.econbiz.de/10000147457
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Why does the paper-bill spread predict real economic activity?
Friedman, Benjamin M.; Kuttner, Kenneth N. - 1991 - Rev
Persistent link: https://www.econbiz.de/10000825530