Akram, Tanweer; Mamun, Khawaja Abdullah al - 2023
-term government bond yields and long-term market interest rates, primarily through their effects on the current short-term interest … change in the equity price index, the exchange rate, and the size of the European Central Bank's (ECB) balance sheet. It uses …This paper models the month-over-month change in euro-denominated (EUR) long-term interest rate swap yields. It shows …