MABE: Extra Readings for Lecture 4

Here are some extra readings for lecture 4 which you may find helpful.

For a comprehensive coverage of instruments in the money market (eurodollars, fed fund futures, swaps etc) please check out

• Instruments of the Money Market: by Richmond Fed

On how to infer market expectations from the prices of these markets, please see the following introductory article

• Gauging the Market's Expectations about Monetary Policy: by San Fran Fed

Do check out the references therein, which include a more detailed paper and a speech by Ben Bernanke on the topic.

I have gathered some of these papers plus additional ones that may be of interests, and you can download them HERE. Most of these go well beyond the scope of this course, so you only need to read these selectively!