I am indebted for constructive comments to Robert Webb (editor), an anonymous referee, Shahidur Rahman, Christopher Bent, Dennis Alba, Jing Wang, Shicheng Jiang, Baolian Sheng, as well as to seminar participants at some universities. Funding from the Ministry of Education of China (10YJCZH251), and Shanghai Pujiang Foundation is acknowledged. All the remaining errors are solely my responsibility.
Credit Spread Changes and Monetary Policy Surprises: The Evidence from the Fed Funds Futures Market
Version of Record online: 10 FEB 2012
© 2012 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 33, Issue 2, pages 103–128, February 2013
How to Cite
Zhu, X. (2013), Credit Spread Changes and Monetary Policy Surprises: The Evidence from the Fed Funds Futures Market. J. Fut. Mark., 33: 103–128. doi: 10.1002/fut.21544
- Issue online: 19 NOV 2012
- Version of Record online: 10 FEB 2012
- Manuscript Accepted: 8 NOV 2011
- Manuscript Received: 26 MAR 2011
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