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Interest Rates Without an Anchor: Multi-Window Percentiles, Exhaustive Testing, and the Pricing Logic of the China-U.S. Yield Spread—On the Dual-Anchor Regime and Institutional Interface Theory of Global Asset Pricing
Дата публикации: 14-07-2026 14:21:55

An article created on 2026-07-14 14:21:55

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