Decomposing LIBOR in transition: evidence from the futures markets (Q6166217)
From MaRDI portal
scientific article; zbMATH DE number 7721483
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Decomposing LIBOR in transition: evidence from the futures markets |
scientific article; zbMATH DE number 7721483 |
Statements
Decomposing LIBOR in transition: evidence from the futures markets (English)
0 references
2 August 2023
0 references
SOFR
0 references
LIBOR
0 references
federal funds rate
0 references
futures
0 references
roll-over risk
0 references
0 references
