Shedding Light on the Dynamics of the Secured Overnight Financing Rate (SOFR)
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More about this item
Keywords
Secured Overnight Financing Rate (SOFR); London Interbank Offered Rate (LIBOR); Repurchase agreement (repo); Effective Federal Funds Rate (EFFR); Interest on Excess Reserves (IOER);All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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