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Bootstrapping Risk-Free Rates in the Post-IBOR Environment.

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Title: Bootstrapping Risk-Free Rates in the Post-IBOR Environment.
Authors: Russo, Vincenzo1 (AUTHOR) russovincent@gmail.com, Fabozzi, Frank J.2 (AUTHOR) ffabozz1@jhu.edu
Source: Journal of Fixed Income. Summer2025, Vol. 35 Issue 1, p6-17. 12p.
Database: Business Source Ultimate
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PubType: Academic Journal
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  Data: <searchLink fieldCode="AR" term="%22Russo%2C+Vincenzo%22">Russo, Vincenzo</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> russovincent@gmail.com</i><br /><searchLink fieldCode="AR" term="%22Fabozzi%2C+Frank+J%2E%22">Fabozzi, Frank J.</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> ffabozz1@jhu.edu</i>
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Fixed+Income%22">Journal of Fixed Income</searchLink>. Summer2025, Vol. 35 Issue 1, p6-17. 12p.
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      – Type: doi
        Value: 10.3905/jfi.2025.1.207
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      – Code: eng
        Text: English
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      Pagination:
        PageCount: 12
        StartPage: 6
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      – TitleFull: Bootstrapping Risk-Free Rates in the Post-IBOR Environment.
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            NameFull: Russo, Vincenzo
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            NameFull: Fabozzi, Frank J.
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            – D: 01
              M: 07
              Text: Summer2025
              Type: published
              Y: 2025
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