The SOFR and the Fed's influence over market interest rates
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Publication:823969
DOI10.1016/j.econlet.2021.110095zbMath1479.91421OpenAlexW3202369708MaRDI QIDQ823969
Yiuman Tse, Feng Jiao, Ivan Indriawan
Publication date: 14 December 2021
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2021.110095
Macroeconomic theory (monetary models, models of taxation) (91B64) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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