We examine the spread between two interest rates: LIBOR and Fed Funds. The former has a much greater depth in the futures market in terms of volume and maturity horizon, implying richer information content. Modeling their relationship, we construct a synthetic forward Fed Funds rate, useful in ...
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Second graph: Search for “effective federal funds rate,” select the appropriate monthly series, and click “Add to Graph.” From the “Edit Graph” panel’s “Add Line” tab, add the monthly versions of the two series “Immediate Rates: Less than 24 hours: Central Bank Rates for Japan...
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