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Ahead of decisions from the Federal Reserve, financial markets are more forward-looking than we thought

Lumsdaine, Robin (2016) Ahead of decisions from the Federal Reserve, financial markets are more forward-looking than we thought. USApp– American Politics and Policy Blog (13 Jun 2016). Blog Entry.

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Abstract

As happens eight times a year, this week financial markets will again turn their attention to what, if any, change the Federal Reserve will make to its policy rate. Robin L. Lumsdaine discusses research on the anticipation of such decisions via the Fed funds futures markets, which indicates that markets “set up” much farther in advance than has been previously documented. This finding emphasizes the importance of clarity in central bank communications.

Item Type: Online resource (Blog Entry)
Official URL: http://blogs.lse.ac.uk/usappblog/
Additional Information: © 2015 The Authors; Online
Divisions: LSE
Subjects: H Social Sciences > HG Finance
Sets: Collections > LSE American Politics and Policy (USAPP) Blog
Date Deposited: 19 Jul 2016 12:03
Last Modified: 19 Apr 2019 23:15
URI: http://eprints.lse.ac.uk/id/eprint/67174

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