US longterm swap yields by econometrically modeling its dynamics using an autoregressive distributed lag (ARDL) approach … bill rate on the monthly changes in swap yields of different maturity tenors after controlling for a host of macroeconomic …

This paper econometrically models the dynamics of the Chilean interbank swap yields based on macroeconomic factors. It … examines whether the month-over-month change in the short-term interest rate has a decisive influence on the long-term swap … autoregressive conditional heteroskedasticity (GARCH) approach to model the dynamics of the long-term swap yield. The change in the …

This paper models the dynamics of Chinese yuan (CNY)-denominated long-term interest rate swap yields. The financial …-term interest rate exerts a decisive influence on the long-term swap yield after controlling for various macrofinancial variables … of the long-term swap yield. The empirical findings show that the People's Bank of China's influence extends even to the …

This paper econometrically models Japanese yen (JPY)-denominated interest rate swap yields. It examines whether the … short-term interest rate exerts an influence on the long-term JPY swap yield after controlling for several key macroeconomic … percentage change in the exchange rate. It also tests whether there are structural breaks in the dynamics of Japanese swap yields …

This paper models the month-over-month change in euro-denominated (EUR) long-term interest rate swap yields. It shows … EUR swap yields of different maturity tenors, after controlling for various macroeconomic and financial variables, such as … in EUR swap yields and their volatility. The results of the estimated models of EUR swap yields of different maturity …

-the-counter financial derivatives by econometrically modeling the dynamics of the pound sterling-denominated longterm interest rate swap … relationship between the month-over-month changes in the short-term swap yield and the month-over-month change in the long …-term swap yield, while controlling for several key macroeconomic and financial variables. The month-overmonth change in the …

This paper examines the dynamics of euro-denominated (EUR) long-term interest rate swap yields. It shows that the short …-term interest rate has an economically and statistically significant effect on EUR swap yields of different maturity tenors, after … dynamics of EUR swap yields. The estimated econometric models of EUR swap yields of different maturity tenors imply that the …