Price discovery in US money market benchmarks: LIBOR vs. SOFR (Q2036971): Difference between revisions

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Revision as of 06:39, 5 March 2024

scientific article
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English
Price discovery in US money market benchmarks: LIBOR vs. SOFR
scientific article

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    Price discovery in US money market benchmarks: LIBOR vs. SOFR (English)
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    30 June 2021
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    SOFR
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    LIBOR
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    money market
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    price discovery
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    information shares
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    Identifiers