Akram, Tanweer; Mamun, Khawaja Abdullah al - 2023
This paper models the month-over-month change in euro-denominated (EUR) long-term interest rate swap yields. It shows … that the change in the short-term interest rate has an economically and statistically significant effect on the change in … change in the equity price index, the exchange rate, and the size of the European Central Bank's (ECB) balance sheet. It uses …