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December 5, 2014

Interest Rate Derivatives and Monetary Policy Expectations

Richard K. Crump, Emanuel Moench, William O'Boyle, Matthew Raskin, Carlo Rosa, and Lisa Stowe

Market expectations of the path of future policy rates can have important implications for financial markets and the economy.

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Posted at 12:00 pm in Exchange Rates, Expectations, Fed Funds, Financial Markets, Monetary Policy | Permalink | Comments (2)

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Liberty Street Economics features insight and analysis from New York Fed economists working at the intersection of research and policy. Launched in 2011, the blog takes its name from the Bank’s headquarters at 33 Liberty Street in Manhattan’s Financial District.

The editors are Michael Fleming, Andrew Haughwout, Thomas Klitgaard, and Asani Sarkar, all economists in the Bank’s Research Group.

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