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Chinese yuan interest rate swap yields
This paper models the dynamics of Chinese yuan–denominated long-term interest rate swap yields. It shows that the short-term interest rate exerts a decisive influence on the long-term swap yield after controlling for various macrofinancial variables, such as core inflation, the growth of industrial...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2023
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10403127/ https://www.ncbi.nlm.nih.gov/pubmed/37540702 http://dx.doi.org/10.1371/journal.pone.0289687 |