Dataset Groups Activity Stream SOFR futures contracts dataset The dataset used in the paper is the SOFR futures contracts dataset, which contains the prices of SOFR futures contracts. BibTex: @dataset{Colin_Turfus_and_Aurelio_Romero-Bermúdez_2024, abstract = {The dataset used in the paper is the SOFR futures contracts dataset, which contains the prices of SOFR futures contracts.}, author = {Colin Turfus and Aurelio Romero-Bermúdez}, doi = {10.57702/9xgm7hbu}, institution = {No Organization}, keyword = {'SOFR', 'financial markets', 'futures contracts'}, month = {dec}, publisher = {TIB}, title = {SOFR futures contracts dataset}, url = {https://service.tib.eu/ldmservice/dataset/sofr-futures-contracts-dataset}, year = {2024} }
