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اقتصاد::
بازده اوراق
Monetary variables gather short-term rate (changes in Fed effective rate, ∆MP) and long-term rate (slope in the yield curve, 10 years bonds yield curve minus 2 years bonds yield curve, ∆SLOPE) to account for the short and long-run relationship between monetary policy and banks' risk.
(2012), "Sovereign bond yield spreads: A time varying coefficient approach", Journal of International Money and Finance, 31 (3), pp. 639-656.
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