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Search: subject:"Benchmark rates"
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Syrstad, Olav
7
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To fix or not to fix : the representativeness of the WM/R methodology that underpins the FX
benchmark
rates
: a pre-registered report
Benenchia, Matteo
;
Galati, Luca
;
Lepone, Andrew
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014534597
Saved in:
2
Does SOFR-linked debt cost borrowers more than LIBOR-linked debt?
Klingler, Sven
;
Syrstad, Olav
-
2023
We investigate if the benchmark transition from London Interbank Offered Rate (Libor) to Secured Overnight Financing Rate (SOFR) affects the costs of borrowing floating rate debt. The primary market for dollar-denominated floating rate notes (FRNs) provides an ideal laboratory to study these e...
Persistent link: https://www.econbiz.de/10014551704
Saved in:
3
Does SOFR-linked debt cost borrowers more than LIBOR-linked debt?
Klingler, Sven
;
Syrstad, Olav
-
2023
We investigate if the benchmark transition from London Interbank Offered Rate (Libor) to Secured Overnight Financing Rate (SOFR) affects the costs of borrowing floating rate debt. The primary market for dollar-denominated floating rate notes (FRNs) provides an ideal laboratory to study these e...
Persistent link: https://www.econbiz.de/10014314081
Saved in:
4
Nibor, Libor and Euribor - all IBORs, but different
Kloster, Arne
;
Syrstad, Olav
-
2019
This memo takes a closer look at what lays behind different benchmark interest rates. Particular emphasis is put on how the different practices for quotation can explain why Nibor's risk premium has on average been higher than the premiums in USD Libor and Euribor.
Persistent link: https://www.econbiz.de/10012144157
Saved in:
5
Burying Libor
Klingler, Sven
;
Syrstad, Olav
-
2019
We argue that the planned transition toward alternative
benchmark
rates
gives reason to mourn Libor. Guided by a model …
Persistent link: https://www.econbiz.de/10012661545
Saved in:
6
Burying Libor
Klingler, Sven
;
Syrstad, Olav
-
2019
We argue that the planned transition toward alternative
benchmark
rates
gives reason to mourn Libor. Guided by a model …
Persistent link: https://www.econbiz.de/10012214298
Saved in:
7
Nibor, Libor and Euribor - all IBORs, but different
Kloster, Arne
;
Syrstad, Olav
-
2019
This memo takes a closer look at what lays behind different benchmark interest rates. Particular emphasis is put on how the different practices for quotation can explain why Nibor's risk premium has on average been higher than the premiums in USD Libor and Euribor.
Persistent link: https://www.econbiz.de/10012114963
Saved in:
8
Life after LIBOR
Klingler, Sven
;
Syrstad, Olav
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 783-801
Persistent link: https://www.econbiz.de/10013259828
Saved in:
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