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In this paper, by invoking the coupling approach, we establish exponentialergodicity under the $L^1 $-Wasserstein distance for two-factor affineprocesses. The method employed herein is universal in a certain sense so thatit is applicable to general two-factor affine processes, which allow that thefirst component solves a general CIR process, and that there are interactionsin the second component, as well as that the Brownian noises are correlated;and even to some models beyond two-factor processes.

Coupling methods and exponential ergodicity for two-factor affine processes