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The Great LIBOR Exodus: Analytical Implications and SOFR Transition Challenges.

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Title: The Great LIBOR Exodus: Analytical Implications and SOFR Transition Challenges.
Authors: Fabozzi, Frank J.1 ffabozz1@jhu.edu, Molyboga, Marat2 molyboga@efficient.com, Russo, Vincenzo3 russovincent@gmail.com
Source: Journal of Derivatives. Fall2024, Vol. 32 Issue 1, p64-80. 17p.
Database: Business Source Ultimate
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PubType: Academic Journal
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  Data: The Great LIBOR Exodus: Analytical Implications and SOFR Transition Challenges.
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      – Type: doi
        Value: 10.3905/jod.2024.1.208
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      – Code: eng
        Text: English
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        PageCount: 17
        StartPage: 64
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      – TitleFull: The Great LIBOR Exodus: Analytical Implications and SOFR Transition Challenges.
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              Text: Fall2024
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              Y: 2024
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              Value: 32
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