Akram, Tanweer; Mamun, Khawaja - In: International journal of empirical economics 4 (2025) 2, pp. 1-38
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 …, and the percentage change in the equity price index, the exchange rate, and the size of the European Central Bank's (ECB …