The views expressed here do not reflect the views of the Board of Governors.
Anthony M. Diercks & Isfar Munir & Uri Carl
A Simple Macro-Finance Measure of Risk Premia in Fed Funds Futures FEDS Notes. Washington: Board of Governors of the Federal Reserve System, January 8, 2019.
Conflicting Signals: Implications of Divergence in Surveys and Market-Based Measures of Policy Expectations FEDS Notes. Washington: Board of Governors of the Federal Reserve System, August 31, 2020.
A Macro-Finance Risk Adjustment to Near-Term Policy Expectations: ThePolicyPath.com Forthcoming FEDS Working Paper. Washington: Board of Governors of the Federal Reserve System, 2022.
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The Fed Funds Futures Path is from CME Group based on the previous end-of-day quotes. Special thanks to John Boase.