Price discovery in US money market benchmarks: LIBOR vs. SOFR (Q2036971)
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scientific article; zbMATH DE number 7365174
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Price discovery in US money market benchmarks: LIBOR vs. SOFR |
scientific article; zbMATH DE number 7365174 |
Statements
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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0.7983618378639221
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0.7107954025268555
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0.7019197344779968
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0.6973189115524292
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