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Türkiye ic̦in getiri eğrileri kullanılarak enflasyon telafisi tahmin edilmesi

Duran, Murat; Gülșen, Eda; Gürkaynyk, Refet - 2011

Inflation compensation derived from nominal and real bond yields contains market based, real time information regarding the inflation expectations and the pricing of inflation risks. In this study, we calculate inflation compensation by estimating nominal and real yield curves for Turkish data....

Persistent link: https://www.econbiz.de/10009407623

Gecelik kur takası faizleri ve bist gecelik repo faizleri

Küçüksaraç, Doruk; Özel, Özgür - 2013

Persistent link: https://www.econbiz.de/10009735108

Para krizleri öngörüsünde logit mosel ve sinyal yaklas̜ımının değeri : Türkiye tecrübesi

Kaya, Vedet (contributor); Yılmaz, Ömer (contributor) - 2007

Logit model and the signal approach are two analysis methods being commonly used to forecast and explain currency crises. Logit model is successful to determine explaining variables of crisis and to calculate the probability of crisis in particular during the period experienced with a crisis. On...

Persistent link: https://www.econbiz.de/10003618241

Küresel finansal riskler karşısında Türkiye'de reel sektör finansal yapısı ve borç dolarizasyonu

Özmen, Erdal (contributor); Yalçın, Cihan (contributor) - 2007

Persistent link: https://www.econbiz.de/10003544742

Volatility Spillover Effect from Volatility Implied Index to Emerging Markets

Korkmaz, Turhan; Çevik, Emrah Ismail - In: Journal of BRSA Banking and Financial Markets 3 (2009) 2, pp. 87-106

This study has investigated the effect of VIX, created as an implied volatility in the US, on 15 emerging stock markets … in conditional variance and emerging bad news concludes that volatility further increases. The results of the analysis … show that implied volatility index affect Argentina, Brazil, Mexico, Chili, Peru, Hungary, Poland, Turkey, Malaysia …

Persistent link: https://www.econbiz.de/10008464865