The SOFR and the Fed’s influence over market interest rates

Ivan Indriawan, Feng Jiao, Yiuman Tse

Research output: Contribution to journal › Article › peer-review

Keywords

@article{4cc6a038eb8b46eaba56c9cbdad054d6,

title = "The SOFR and the Fed{\textquoteright}s influence over market interest rates",

keywords = "LIBOR, SOFR, Target fed funds rate",

author = "Ivan Indriawan and Feng Jiao and Yiuman Tse",

year = "2021",

month = dec,

doi = "10.1016/j.econlet.2021.110095",

language = "American English",

volume = "209",

journal = "Economics Letters",

}

TY - JOUR

T1 - The SOFR and the Fed’s influence over market interest rates

AU - Indriawan, Ivan

AU - Jiao, Feng

AU - Tse, Yiuman

PY - 2021/12

Y1 - 2021/12

KW - LIBOR

KW - SOFR

KW - Target fed funds rate

UR - https://doi.org/10.1016/J.ECONLET.2021.110095

U2 - 10.1016/j.econlet.2021.110095

DO - 10.1016/j.econlet.2021.110095

M3 - Article

VL - 209

JO - Economics Letters

JF - Economics Letters

ER -