Publications
Publications
- 2014
Modeling Money Market Spreads: What Do We Learn about Refinancing Risk?
By: Vincent Brousseau, Kleopatra Nikolaou and Huw Pill
Citation
Brousseau, Vincent, Kleopatra Nikolaou, and Huw Pill. "Modeling Money Market Spreads: What Do We Learn about Refinancing Risk?" Finance and Economics Discussion Series (Federal Reserve Board), No. 2014-112, November 2014.