highest accuracy when we used the Distributed Memory model for document embedding and Long Short-Term Memory (LSTM) model for … Bidirectional Long Short-Term Memory (Bi-LSTM) and Gated Recurrent Units (GRU) models. …

This paper econometrically models the dynamics of Swedish government bond (SGB) yields. It examines whether the short-term … estimated models show that the short-term interest rate has a marked influence on the long-term SGB yield. Such findings … the current short-term interest rate. It also shows that the interest rate behavior observed in Sweden is in concordance …

macroeconomic and financial variables. It deploys autoregressive distributive lag (ARDL) models to examine whether the short-term … that the short-term interest rate has an economically and statistically significant effect on the long-term CGB yield of … long-term government bond yields through the short-term interest rate. The paper's findings evince that Keynes's claim …

This paper examines the dynamics of euro-denominated (EUR) long-term interest rate swap yields. It shows that the short-term … actions on the current short-term interest rate. Examining the case of EUR interest rate swaps, the findings of the paper lend …

autoregressive distributive lag (ARDL) models, using monthly time series data, to estimate the effects of the current short-term … interest rate and other relevant macro-financial variables on interest rate swap yields. It shows that the current short-term … in previous empirical research testing the Keynesian hypothesis, which maintains that the current short-term interest …