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Beyond LIBOR: a primer on the new benchmark rates

Citations

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As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Replacing LIBOR
    by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2019-08-26 12:22:06

Citations

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Cited by:

  1. Lilian Muchimba & Alexis Stenfors, 2021. "Beyond LIBOR: Money Markets and the Illusion of Representativeness," Journal of Economic Issues, Taylor & Francis Journals, vol. 55(2), pages 565-573, April.
  2. Alexander Müller & Jan Paulick, 2026. "“The Devil is in the Details, but so is Salvation”– Different Approaches in Money Market Measurement," Journal of Financial Services Research, Springer;Western Finance Association, vol. 69(3), pages 285-317, June.
  3. Wenqian Huang & Karamfil Todorov, 2022. "The post-Libor world: a global view from the BIS derivatives statistics," BIS Quarterly Review, Bank for International Settlements, December.
  4. Müller, Alexander & Paulick, Jan, 2020. ""The devil is in the details, but so is salvation": Different approachesin money market measurement," Discussion Papers 66/2020, Deutsche Bundesbank.
  5. Viktor Tsyrennikov, 2025. "A Case for AXI," Papers 2509.03035, arXiv.org.
  6. Indriawan, Ivan & Jiao, Feng & Tse, Yiuman, 2021. "The SOFR and the Fed’s influence over market interest rates," Economics Letters, Elsevier, vol. 209(C).
  7. Koresh Galil & Lior David-Pur & Mosi Rosenboim & Offer Moshe Shapir, 2023. "Shedding Light on the Dynamics of the Secured Overnight Financing Rate (SOFR)," Working Papers 2310, Ben-Gurion University of the Negev, Department of Economics.
  8. Robert N McCauley & Catherine R Schenk, 2020. "Central bank swaps then and now: swaps and dollar liquidity in the 1960s," BIS Working Papers 851, Bank for International Settlements.
  9. Stefan Avdjiev & Patrick McGuire & Goetz von Peter, 2025. "International finance through the lens of BIS statistics: derivatives markets," BIS Quarterly Review, Bank for International Settlements, December.
  10. Alfeus, Mesias & Grasselli, Martino & Schlögl, Erik, 2020. "A consistent stochastic model of the term structure of interest rates for multiple tenors," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
  11. Huang, Xiaoyong & Yu, Cong & Chen, Yunping & Jia, Fei & Xu, Xiangyun, 2022. "Rigid payment breaking, default spread and yields of Chinese treasury bonds," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
  12. Torsten Ehlers & Karamfil Todorov, 2025. "Goodbye Libor, hello basis traders: unpacking the surge in global interest rate derivatives turnover," BIS Quarterly Review, Bank for International Settlements, December.
  13. Backwell, Alex & Hayes, Joshua, 2022. "Expected and Unexpected Jumps in the Overnight Rate: Consistent Management of the Libor Transition," Journal of Banking & Finance, Elsevier, vol. 145(C).
  14. Goebel, Josua & Heidorn, Thomas & Huang, Zizhen, 2022. "How the IBOR reform affects interest rate swaps," Frankfurt School - Working Paper Series 232, Frankfurt School of Finance and Management.
  15. Michele Azzone & Roberto Baviera, 2020. "Synthetic forwards and cost of funding in the equity derivative market," Papers 2011.03795, arXiv.org, revised Jan 2022.
  16. Miao, Wenlong & Ma, Yuxian & Xu, Haoran, 2025. "The diminishing marginal effect of the capital adequacy ratio on the control of bank risk-taking," The North American Journal of Economics and Finance, Elsevier, vol. 80(C).
  17. Kirti, Divya, 2022. "What are reference rates for?," Journal of Banking & Finance, Elsevier, vol. 144(C).
  18. Li, Ming & Sun, Hang & Zong, Jichuan, 2021. "Intertemporal imitation behavior of interbank offered rate submissions," Journal of Banking & Finance, Elsevier, vol. 132(C).
  19. Lilian Muchimba, 2021. "Could transaction-based financial benchmarks be susceptible to collusive behaviour?," Working Papers in Economics & Finance 2021-11, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
  20. Azzone, Michele & Baviera, Roberto, 2021. "Synthetic forwards and cost of funding in the equity derivative market," Finance Research Letters, Elsevier, vol. 41(C).
  21. Saroyan, Susanna, 2022. "Counterparty choice, maturity shifts and market freezes: lessons from the e-MID interbank market," INET Oxford Working Papers 2022-28, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
  22. Brugler, James & Khomyn, Marta & Putniņs̆, Tālis, 2025. "Benchmarking benchmarks," Journal of Financial Economics, Elsevier, vol. 168(C).
  23. Miao, Wenlong & Ma, Yuxian & Xu, Haoran, 2025. "Capital regulation, regulatory avoidance, and bank systemic risk," International Review of Financial Analysis, Elsevier, vol. 100(C).
  24. Lartey, Theophilus & James, Gregory A. & Danso, Albert & Boateng, Agyenim, 2023. "Interbank market structure, bank conduct, and performance: Evidence from the UK," Journal of Economic Behavior & Organization, Elsevier, vol. 210(C), pages 1-25.
  25. Heidorn, Thomas & Liem, Erik & Requardt, Stefan & Wahnschaap, Tim, 2025. "US$ interest rate and cross currency swaps after the LIBOR funeral: A corporate treasury primer," Frankfurt School - Working Paper Series 236, Frankfurt School of Finance and Management.
  26. Ralf Fendel & Jan Heins & Oliver Mohr, 2020. "The Effect of the ECB’s Forward Guidance on Interest Rate Forecasts," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 12(8), pages 1-52, August.
  27. Klingler, Sven & Syrstad, Olav, 2025. "The SOFR discount," Journal of Financial Economics, Elsevier, vol. 164(C).
  28. Alan Brace & Karol Gellert & Erik Schlögl, 2024. "SOFR term structure dynamics—Discontinuous short rates and stochastic volatility forward rates," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(6), pages 936-985, June.
  29. Jeong-Bon Kim & Chong Wang & Feng (Harry) Wu, 2025. "LIBOR Discontinuation and the Cost of Bank Loans," Management Science, INFORMS, vol. 71(5), pages 4413-4432, May.
  30. Harry Cooperman & Darrell Duffie & Stephan Luck & Zachry Wang & Yilin (David) Yang, 2025. "Bank Funding Risk, Reference Rates, and Credit Supply," Journal of Finance, American Finance Association, vol. 80(1), pages 5-56, February.
  31. Karol Gellert & Erik Schlogl, 2021. "Short Rate Dynamics: A Fed Funds and SOFR Perspective," Research Paper Series 420, Quantitative Finance Research Centre, University of Technology, Sydney.
  32. Dušan Staniek, . "Cross-Currency Basis Spread and Its Impact on Corporate Lending Rates in the Czech Banking Sector," Prague Economic Papers, Prague University of Economics and Business, vol. 0.
  33. Indriawan, Ivan & Jiao, Feng & Tse, Yiuman, 2022. "Price discovery between forward-looking SOFR and LIBOR," Finance Research Letters, Elsevier, vol. 47(PB).
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