Search Results - person:"Kazimov, K."

Forecasting the term structure of interest rates for Turkey : a factor analysis approach

Alper, C. Emre; Kazimov, K.; Akdemir, A. - In: Applied financial economics 17 (2007) 1/3, pp. 77-85

Persistent link: https://www.econbiz.de/10003427011

Forecasting the term structure of interest rates for Turkey: a factor analysis approach

Alper, C. Emre; Kazimov, K.; Akdemir, A. - In: Applied Financial Economics 17 (2007) 1, pp. 77-85

We perform factor analysis on monthly yield curves estimated by Nelson-Siegel model using the Turkish secondary government securities market data. Monthly yield curves are characterized by three factors which are estimated using nominal volume-weighted average monthly zero-coupon yields....

Persistent link: https://www.econbiz.de/10005637809

Forecasting the term structure of interest rates for Turkey: a factor analysis approach

Alper, C.Emre; Kazimov, K.; Akdemir, A. - In: Applied financial economics 17 (2007) 1-3, pp. 77-86

Persistent link: https://www.econbiz.de/10007616055

Forecasting the term structure of interest rates for Turkey: a factor analysis approach

Emre Alper, C.; Kazimov, K.; Akdemir, A. - In: Applied financial economics 17 (2007) 1, pp. 77

Persistent link: https://www.econbiz.de/10007617368