that the change in the short-term interest rate has an economically and statistically significant effect on the change in … long-term government bond yields and long-term market interest rates, primarily through their effects on the current short-term … interest rate. …

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 … autoregressive distributive lag (ARDL) models, using monthly time series data, to estimate the effects of the current 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 …This paper econometrically models the dynamics of Swedish government bond (SGB) yields. It examines whether 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 …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 …

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 … autoregressive distributive lag (ARDL) models, using monthly time series data, to estimate the effects of the current 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 …This paper econometrically models the dynamics of Swedish government bond (SGB) yields. It examines whether 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 …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 …

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 … rate. …