Shedding light on the dynamics of the secured overnight financing rate (SOFR)

Lior David-Pur, Koresh Galil, Mosi Rosenboim, Offer Moshe Shapir

Year of publication:	[2023]
Authors:	David-Pur, Lior ; Galil, Koresh ; Rosenboim, Mosi ; Shapir, Offer Moshe
Publisher:	Beer Sheva, Israel : Monaster Center for Economic Research, Ben-Gurion University of the Negev
Subject:	Secured Overnight Financing Rate (SOFR) \| London Interbank Offered Rate(LIBOR) \| Repurchase agreement (repo), Effective Federal Funds Rate (EFFR) \| Interest onExcess Reserves (IOER) \| Geldmarkt \| Money market \| Zins \| Interest rate \| Zinsstruktur \| Yield curve \| Repo-Geschäft \| Repo transactions \| Interbankenmarkt \| Interbank market

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