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Keywords: Slope
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Journal Articles
Journal:
Journal of Capital Markets Studies
Journal of Capital Markets Studies (2024) 8 (2): 195–211.
Published: 27 September 2024
..., totaling 1,278 observations. Findings The findings reveal significant persistence in both slope and curvature, with a rising yield level linked to the term structure's flattening, while shifts in inflation and exchange rates correlate with its steepening. Originality/value Our study is among...
