Open AccessModeling Money Market Spreads: What do we Learn about Refinancing Risk?
Author(s) -
Vincent Brousseau,
Kleopatra Nikolaou,
Huw Pill
Publication year - 2014
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2014.112
Subject(s) - swap (finance) , money market , economics , monetary economics , order (exchange) , financial crisis , moneyness , monetary policy , business , finance , macroeconomics