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financial regulation
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Does SOFR-linked debt cost borrowers more than LIBOR-linked debt?
Klingler, Sven
;
Syrstad, Olav
-
2023
We investigate if the benchmark transition from London Interbank Offered Rate (Libor) to Secured Overnight Financing Rate (SOFR) affects the costs of borrowing floating rate debt. The primary market for dollar-denominated floating rate notes (FRNs) provides an ideal laboratory to study these e...
Persistent link: https://www.econbiz.de/10014551704
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Burying Libor
Klingler, Sven
;
Syrstad, Olav
-
2019
We argue that the planned transition toward alternative
benchmark
rates
gives reason to mourn Libor. Guided by a model …
Persistent link: https://www.econbiz.de/10012661545
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Nibor, Libor and Euribor - all IBORs, but different
Kloster, Arne
;
Syrstad, Olav
-
2019
This memo takes a closer look at what lays behind different benchmark interest rates. Particular emphasis is put on how the different practices for quotation can explain why Nibor's risk premium has on average been higher than the premiums in USD Libor and Euribor.
Persistent link: https://www.econbiz.de/10012144157
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