Indicative Forward-Looking SOFR Term Rates
Year of publication: |
2020
|
---|---|
Authors: | Heitfield, Erik |
Other Persons: | Park, Yang-Ho (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Wirtschaftsindikator | Economic indicator |
Description of contents: |
This note presents indicative forward-looking term rates derived from end-of-day SOFR futures prices. The accompanying data file also includes compound averages of daily SOFR rates
Abstract [papers.ssrn.com]
|
Extent: | 1 Online-Ressource |
---|---|
Series: | FEDS Notes ; No. 2019-04-19 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2019-04-19 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Monetary policy with flexible exchange rates and forward interest rates as indicators
Svensson, Lars E. O., (1993)
-
Monetary policy with flexible exchange rates and forward interest rates as indicators
Svensson, Lars E. O., (1994)
-
Annaert, Jan, (1998)
- More ...
-
Using trade repository data for systemic risk monitoring
Heitfield, Erik,
-
Monitoring, moral hazard, and market power: a model of bank lending
Covitz, Daniel, (1999)
-
Heitfield, Erik, (2003)
- More ...