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

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

    Statements

    title
    Price discovery in US money market benchmarks: LIBOR vs. SOFR (English)
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    publication date
    30 June 2021
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    zbMATH Keywords
    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

    zbMATH DE Number
    7365174
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