Mary C. Daly in conversation with Carolyn Holly at Boise State University. San Francisco Fed President Mary C. Daly discussed monetary policy, Idaho’s growing economy, and the Fed’s commitment to its ...
Monetary Policy Surprises data capture the exogenous changes in interest rates over tight windows around the monetary policy announcements of the Federal Open Market Committee (FOMC). This page ...
Interest Rate Probability Distributions Implied by Derivatives Prices is a daily measure of the distribution of future short-term interest rates, calculated from prices of fixed-income derivatives ...
Treasury Yield Skewness provides daily indicators measuring the risks to the future outlook for interest rates, based on prices of Treasury derivatives and the methodology of Bauer and Chernov (2024).