U.S. Dollar Swap Yields: An Analysis of the Dynamics of Monthly Changes
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DOI: 10.1080/00213624.2023.2201797
Abstract: Abstract John Maynard Keynes asserted that the central bank sways the long-term interest rate through the influence of its policy rate on the short-term interest rate. Recent empirical research shows that Keynes’s conjecture holds for… read more here.
Keywords: dollar; rate; term; monthly changes ... See more keywords