In reviewing 40 years of data, East and Murphy found seven specific periods of Fed fund
rate increases in which five of the seven were good for REITs ownership.
Schenk predicted that subsequent increases of 25 basis points will be announced during the FOMC meetings in September, October and November, for a total Fed fund
rate increase of 1% by year-end 2015.
Our results for the complete sample period of 1975-2016:6 suggest that the LMI and the near-term probability of inflationary pressure are statistically useful to explain movements in the fed fund
One, the Chicago IMM Eurodollar and Fed Fund
futures markets now contradicts the Fed Chairman's pledge because it implies a Fed Funds
rate of 0.65 or at least one, possibly two tightening by late 2013.
futures rallied on the ISM data and the drop on Wall Street as the market prices in more Fed easing.
The target for the fed funds
rate was adjusted down by 25 basis points (bps) to 2-2.25 percent.
Summary: New York [USA], Aug 1 (ANI): The cut in US Fed funds
rate is credit negative for American banks, applying renewed pressure on net interest margins (NIMs) and profitability that could stimulate further consolidation of the sector, Moody's Analytics said on Thursday.
The Fed Funds
rate, the differential between EM and developed-market (DM) GDP growth, global risk appetite (proxied by the VIX measure of equity market volatility) and the US dollar are key global drivers of EM capital flows.
That's what the Federal Reserve is attempting to do as the fed funds
rate inches closer to the top of the central bank's target range.
Abstract This paper proposes a new framework that identifies a threshold between the fed funds
rate and the 10-year Treasury yield and, when the threshold is breached, the risk of a recession in the near future is significant.
* Before the 2007-09 financial crisis, the Fed's operating framework for monetary policy reflected a banking system in which the scarcity of reserves meant that small changes in reserves would affect fed funds
If you use the market-based probabilities of the number of Fed Funds
rate hikes along with the current spread between the Fed Funds
Rate and the year U.S.