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Is SOFR better than LIBOR? · Study

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PreprintIs SOFR better than LIBOR?

Urban J. Jermann2019

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Preprintgreen2019

Is SOFR better than LIBOR?

Urban J. Jermann

20 citations·0/0 files stored·SSRN Electronic Journal

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Banking stability, regulation, efficiency Global Financial Crisis and Policies Stochastic processes and financial applications

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References

1997Credit Cycles 1999Chapter 21 The financial accelerator in a quantitative business cycle framework 2010A model of unconventional monetary policy 2007Default Risk and Income Fluctuations in Emerging Economies 2012Macroeconomic Effects of Financial Shocks 2005Defaultable debt, interest rates and the current account 2008Default Risk and Income Fluctuations in Emerging Economies 2016Sticky Leverage

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Details

Year2019

Typepreprint

Published2019-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations20

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.2139/ssrn.3361942

openalex_workW2967082634

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