Sigurd Steffensen

Danmarks Nationalbank (central bank of Denmark)

Havnegade 5

Copenhagen, 1093

Denmark

  • Danmarks Nationalbank (central bank of Denmark)

SCHOLARLY PAPERS

3

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673

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4

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1

Scholarly Papers (3)

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1.

Monetary Policy Expectation Errors

Number of pages: 80 Posted: 08 Apr 2020 Last Revised: 04 Feb 2022
Maik Schmeling, Andreas Schrimpf, Andreas Schrimpf and Sigurd Steffensen
Goethe University Frankfurt - Department of Finance, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Danmarks Nationalbank (central bank of Denmark)
Downloads 398 (119,466)
Citation 6

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Expectation Formation, Monetary Policy, Federal Funds Futures, Overnight Index Swaps, Uncertainty

2.

Countercyclical Expected Returns

Number of pages: 45 Posted: 10 Apr 2020 Last Revised: 07 Dec 2022
Stig Vinther Møller, Thomas Quistgaard Pedersen and Sigurd Steffensen
Aarhus University - CREATES, Aarhus University - CREATES and Danmarks Nationalbank (central bank of Denmark)
Downloads 209 (232,209)

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Survey data, countercyclical expectations, extrapolative expectations

3.

Predicting the Fed: Do futures need risk adjustment?

Number of pages: 39 Posted: 27 May 2020 Last Revised: 27 Apr 2022
Sigurd Steffensen
Danmarks Nationalbank (central bank of Denmark)
Downloads 66 (535,274)

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Return Predictability; Federal Funds Futures; Expectations Hypothesis; Monetary Policy