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: |
2024
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|---|---|
| Authors: | David-Pur, Lior ; Galil, Koresh ; Rosenboim, Mosi ; Shapir, Offer Moshe |
| Published in: |
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1468-2443, ZDB-ID 2034475-2. - Vol. 24.2024, 3, p. 557-567
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| Subject: | effective Federal Funds rate (EFFR) | interest on excess reserves (IOER) | London Interbank offered rate (LIBOR) | repurchase agreement (repo) | secured overnight financing rate (SOFR) | Geldmarkt | Money market | Zins | Interest rate | Zinsstruktur | Yield curve | Repo-Geschäft | Repo transactions | Interbankenmarkt | Interbank market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/irfi.12439 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015135498