Skip to contents Jermann, Urban J. [Author] Interest Received by Banks During the Financial Crisis : LIBOR vs Hypothetical SOFR Loans Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Schlögl, Erik [Author]; Skov, Jacob Bjerre [Author]; Skovmand, David [Author] Term Structure Modeling of SOFR : Evaluating the Importance of Scheduled Jumps Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Heidorn, Thomas [Author]; Meier, Rebecca [Author] US Dollar swaps after LIBOR Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Frankfurt School of Finance & Management, 2024 Klingler, Sven [Author]; Syrstad, Olav [Author] Does SOFR-linked debt cost borrowers more than LIBOR-linked debt? Books View online Schließen > Access ... to E-book (PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oslo: Norges Bank, [2023] Published in: Norges Bank: Working paper ; 2023,7 Klingler, Sven [Author]; Syrstad, Olav [Author] Benchmark Transition Spreads Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Indriawan, Ivan [Author]; Jiao, Feng [Author]; Tse, Yiuman [Author] Price Discovery Between Forward-Looking SOFR and LIBOR Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Jermann, Urban J. [Author] ; National Bureau of Economic Research Interest Received by Banks during the Financial Crisis : LIBOR vs Hypothetical SOFR Loans Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, 2021 Published in: NBER working paper series ; no. w29614 Heidorn, Thomas [Author]; Meier, Rebecca [Author] US Dollar swaps after LIBOR Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main, Germany: Frankfurt School of Finance & Management, January 2024 Published in: Frankfurt School of Finance & Management: Working paper series ; 235 Brace, Alan [Author]; Gellert, Karol [Author]; Schlögl, Erik [Author] SOFR term structure dynamics : discontinuous short rates and stochastic volatility forward rates Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article via Wiley (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2024 Published in: The journal of futures markets ; 44(2024), 6 vom: Juni, Seite 936-985 Berndt, Antje [Author]; Duffie, Darrell [Author]; Zhu, Yichao [Author] Across-the-curve credit spread indices Articles View online Schließen > Access ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Financial markets, institutions & instruments ; 32(2023), 3 vom: Aug., Seite 115-130 Gnoatto, Alessandro [Author]; Lavagnini, Silvia [Author] Cross-currency Heath-Jarrow-Morton framework in the multiple-curve setting Books View online Schließen > Access ... to E-book (PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Verona]: Università di Verona, Department of Economics, [2023] Published in: Working paper series ; 2023,11 Klingler, Sven [Author]; Syrstad, Olav [Author] Does SOFR-linked debt cost borrowers more than LIBOR-linked debt? Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oslo: Norges Bank, 2023 Medlin, Aaron [Author] Federal Reserve Swap Lines and the LIBOR Threat Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Iabichino, Stefano [Author]; Kappen, Christian [Author] Fallbacks and Fairness Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Heidorn, Thomas [Author]; Schäfer, Niklas [Author] Euro-Benchmarkreform - Neue Referenzzinssätze in der Eurozone Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Frankfurt School of Finance & Management, 2020 Macrina, Andrea [Author]; Skovmand, David [Author] Rational savings account models for backward-looking interest rate benchmarks Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2020 Fontana, Claudio [Author]; Grbac, Zorana [Author]; Schmidt, Thorsten [Author] Term Structure Modelling With Overnight Rates Beyond Stochastic Continuity Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Fontana, Claudio [Author]; Grbac, Zorana [Author]; Schmidt, Thorsten [Author] Term structure modeling with overnight rates beyond stochastic continuity Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article via Wiley (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2024 Published in: Mathematical finance ; 34(2024), 1 vom: Jan., Seite 151-189 Cooperman, Harry [Author]; Duffie, Darrell [Author]; Luck, Stephan [Author]; Wang, Zachry [Author]; Yang, Yilin [Author] Bank funding risk, reference rates, and credit supply - [Revised February 2023] Books View online Schließen > Access ... to E-book (PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New York, NY: Federal Reserve Bank of New York, [2023] Published in: Federal Reserve Bank of New York: Staff reports ; 1042 Cooperman, Harry [Author]; Duffie, Darrell [Author]; Luck, Stephan [Author]; Wang, Zachry [Author]; Yang, Yilin (David) [Author] Bank Funding Risk, Reference Rates, and Credit Supply Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Jermann, Urban J. [Author] Interest Received by Banks During the Financial Crisis : LIBOR vs Hypothetical SOFR Loans Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Schlögl, Erik [Author]; Skov, Jacob Bjerre [Author]; Skovmand, David [Author] Term Structure Modeling of SOFR : Evaluating the Importance of Scheduled Jumps Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Heidorn, Thomas [Author]; Meier, Rebecca [Author] US Dollar swaps after LIBOR Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Frankfurt School of Finance & Management, 2024
Klingler, Sven [Author]; Syrstad, Olav [Author] Does SOFR-linked debt cost borrowers more than LIBOR-linked debt? Books View online Schließen > Access ... to E-book (PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oslo: Norges Bank, [2023] Published in: Norges Bank: Working paper ; 2023,7
Klingler, Sven [Author]; Syrstad, Olav [Author] Benchmark Transition Spreads Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Indriawan, Ivan [Author]; Jiao, Feng [Author]; Tse, Yiuman [Author] Price Discovery Between Forward-Looking SOFR and LIBOR Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Jermann, Urban J. [Author] ; National Bureau of Economic Research Interest Received by Banks during the Financial Crisis : LIBOR vs Hypothetical SOFR Loans Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, 2021 Published in: NBER working paper series ; no. w29614
Heidorn, Thomas [Author]; Meier, Rebecca [Author] US Dollar swaps after LIBOR Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main, Germany: Frankfurt School of Finance & Management, January 2024 Published in: Frankfurt School of Finance & Management: Working paper series ; 235
Brace, Alan [Author]; Gellert, Karol [Author]; Schlögl, Erik [Author] SOFR term structure dynamics : discontinuous short rates and stochastic volatility forward rates Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article via Wiley (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2024 Published in: The journal of futures markets ; 44(2024), 6 vom: Juni, Seite 936-985
Berndt, Antje [Author]; Duffie, Darrell [Author]; Zhu, Yichao [Author] Across-the-curve credit spread indices Articles View online Schließen > Access ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Financial markets, institutions & instruments ; 32(2023), 3 vom: Aug., Seite 115-130
Gnoatto, Alessandro [Author]; Lavagnini, Silvia [Author] Cross-currency Heath-Jarrow-Morton framework in the multiple-curve setting Books View online Schließen > Access ... to E-book (PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Verona]: Università di Verona, Department of Economics, [2023] Published in: Working paper series ; 2023,11
Klingler, Sven [Author]; Syrstad, Olav [Author] Does SOFR-linked debt cost borrowers more than LIBOR-linked debt? Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oslo: Norges Bank, 2023
Medlin, Aaron [Author] Federal Reserve Swap Lines and the LIBOR Threat Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Iabichino, Stefano [Author]; Kappen, Christian [Author] Fallbacks and Fairness Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Heidorn, Thomas [Author]; Schäfer, Niklas [Author] Euro-Benchmarkreform - Neue Referenzzinssätze in der Eurozone Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Frankfurt School of Finance & Management, 2020
Macrina, Andrea [Author]; Skovmand, David [Author] Rational savings account models for backward-looking interest rate benchmarks Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2020
Fontana, Claudio [Author]; Grbac, Zorana [Author]; Schmidt, Thorsten [Author] Term Structure Modelling With Overnight Rates Beyond Stochastic Continuity Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Fontana, Claudio [Author]; Grbac, Zorana [Author]; Schmidt, Thorsten [Author] Term structure modeling with overnight rates beyond stochastic continuity Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article via Wiley (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2024 Published in: Mathematical finance ; 34(2024), 1 vom: Jan., Seite 151-189
Cooperman, Harry [Author]; Duffie, Darrell [Author]; Luck, Stephan [Author]; Wang, Zachry [Author]; Yang, Yilin [Author] Bank funding risk, reference rates, and credit supply - [Revised February 2023] Books View online Schließen > Access ... to E-book (PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New York, NY: Federal Reserve Bank of New York, [2023] Published in: Federal Reserve Bank of New York: Staff reports ; 1042
Cooperman, Harry [Author]; Duffie, Darrell [Author]; Luck, Stephan [Author]; Wang, Zachry [Author]; Yang, Yilin (David) [Author] Bank Funding Risk, Reference Rates, and Credit Supply Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
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