Historical Proxies for the Secured Overnight Financing Rate

David Bowman
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David Bowman: https://www.federalreserve.gov/econres/david-bowman.htm

No 2019-07-15-2, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: In this note, the author describes the available history of SOFR data and argues that other historical data published by FRBNY can act as a reasonable proxy for SOFR going back to 1998.

Date: 2019-07-15
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2019-07-15-2

DOI: 10.17016/2380-7172.2386

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