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 …-term government bond yields and long-term market interest rates, primarily through their effects on the current short-term interest …