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Measuring monetary policy expectations

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dc.contributor.authorMurik, Vijay
dc.date.accessioned2015-12-13T22:28:47Z
dc.date.issued2013
dc.date.updated2016-02-24T09:21:11Z
dc.description.abstractWe 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
dc.identifier.issn0312-8962
dc.identifier.urihttp://hdl.handle.net/1885/74362
dc.publisherUniversity of New South Wales
dc.sourceAustralian Journal of Management
dc.subjectKeywords: Fixed-income pricing; monetary policy expectations
dc.titleMeasuring monetary policy expectations
dc.typeJournal article
local.bibliographicCitation.issue1
local.bibliographicCitation.lastpage65
local.bibliographicCitation.startpage49
local.contributor.affiliationMurik, Vijay, College of Business and Economics, ANU
local.contributor.authoruidMurik, Vijay, u3956012
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor150000 - COMMERCE, MANAGEMENT, TOURISM AND SERVICES
local.identifier.ariespublicationf5625xPUB4086
local.identifier.citationvolume38
local.identifier.doi10.1177/0312896212445521
local.identifier.scopusID2-s2.0-84875971348
local.type.statusPublished Version

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