Jean-Sébastien Fontaine - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T01:11:25+00:00What Fed Funds Futures Tell Us About Monetary Policy Uncertainty
https://www.bankofcanada.ca/2016/12/staff-working-paper-2016-61/
The uncertainty around future changes to the Federal Reserve target rate varies over time. In our results, the main driver of uncertainty is a “path” factor signaling information about future policy actions, which is filtered from federal funds futures data.2016-12-28T08:34:12+00:00enWhat Fed Funds Futures Tell Us About Monetary Policy Uncertainty2016-12-28Asset pricingFinancial marketsInterest ratesStaff Working Paper 2016-61https://www.bankofcanada.ca/wp-content/uploads/2016/12/swp-2016-61.pdfWhat Fed Funds Futures Tell Us About Monetary Policy UncertaintyJean-Sébastien FontaineDecember 2016EE4E43E44E47GG1G12G13