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Modeling Money Market Spreads: What Do We Learn about Refinancing Risk?

By: Vincent Brousseau, Kleopatra Nikolaou and Huw Pill
  • Format:Electronic
  • | Language:English
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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.

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