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The link between monetary policy and stock and bond markets: evidence from the federal funds futures contract

โœ Scribed by David Gulley, O.; Sultan, Jahangir

Book ID
127341919
Publisher
Taylor and Francis Group
Year
2003
Tongue
English
Weight
152 KB
Volume
13
Category
Article
ISSN
0960-3107

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๐Ÿ“œ SIMILAR VOLUMES

Credit Spread Changes and Monetary Polic
Credit Spread Changes and Monetary Policy Surprises: The Evidence from the Fed Funds Futures Market
โœ XIAONENG ZHU* ๐Ÿ“‚ Article ๐Ÿ“… 2012 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 658 KB

This study analyzes the impact of monetary policy actions on credit spreads of various rating categories and maturities, using federal funds futures to distinguish between anticipated and unanticipated changes in the federal funds rate. Two proxies for monetary policy shocks are the surprise change