The SOFR discount
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DOI: 10.1016/j.jfineco.2024.103989
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More about this item
Keywords
Benchmark rates; floating rates; financial regulation; LIBOR; SOFR;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G29 - Financial Economics - - Financial Institutions and Services - - - Other
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