Measuring monetary policy expectations
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Description
We evaluate the accuracy of the fixed-income market in pricing for future movements in monetary policy. Yields implied by market pricing on various fixed-income securities are regressed on returns on the cash rate over corresponding periods. Where the mar
Collections | ANU Research Publications |
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Date published: | 2013 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/74362 |
Source: | Australian Journal of Management |
DOI: | 10.1177/0312896212445521 |
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01_Murik_Measuring_monetary_policy_2013.pdf | 981.89 kB | Adobe PDF | Request a copy |
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