Price discovery in US money market benchmarks: LIBOR vs. SOFR
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Publication:2036971
DOI10.1016/j.econlet.2021.109882zbMath1467.91195OpenAlexW3159251391WikidataQ114185967 ScholiaQ114185967MaRDI QIDQ2036971
Publication date: 30 June 2021
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2021.109882
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