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Showing 1 to 1 of 1 for “"Overnight Indexed Swaps"”.
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An Analysis of Monetary Policy Transmission Through Bond Yields
… in chapter 1, chapter 2 appraises the use of overnight indexed swap (OIS) rates as measures of expected future monetary policy. Unlike federal funds futures (FFFs), which have regularly been used to construct measures of US interest rate expectations, OIS rates are available in many countries. …