Does SOFR-linked debt cost borrowers more than LIBOR-linked debt?
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More about this item
Keywords
Benchmark rates; floating rates; financial regulation; LIBOR; SOFR.;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G29 - Financial Economics - - Financial Institutions and Services - - - Other
NEP fields
This paper has been announced in the following NEP Reports:- NEP-INV-2023-09-11 (Investment)
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