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Old target rate weight - PowerPoint PPT Presentation

Liang Wu & Isabel Yan City University of Hong Kong

Measuring Market Expectations on Federal Funds Target Rate. Liang Wu & Isabel Yan City University of Hong Kong. 1. Agenda. Background of Fed funds market Literature review Existing models on Fed funds rate and their limitations Model set up Model evaluations Conclusions.

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Old target rate weight - PowerPoint PPT Presentation

Liang Wu &amp; Isabel Yan City University of Hong Kong

Liang Wu & Isabel Yan City University of Hong Kong