@techreport{NBERw13112,
 title = "Daily Changes in Fed Funds Futures Prices",
 author = "James D. Hamilton",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Working Paper Series",
 number = "13112",
 year = "2007",
 month = "May",
 URL = "http://www.nber.org/papers/w13112",
}