Discussion Paper
Historical Proxies for the Secured Overnight Financing Rate
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.
https://doi.org/10.17016/2380-7172.2386
Access Documents
File(s): File format is text/html https://www.federalreserve.gov/econres/notes/feds-notes/historical-proxies-for-the-secured-overnight-financing-rate-20190715.htm
Authors
Bibliographic Information
Provider: Board of Governors of the Federal Reserve System (U.S.)
Part of Series: FEDS Notes
Publication Date: 2019-07-15
Number: 2019-07-15-2