Do local and global factors impact the emerging markets's sovereign yield curves? : evidence from a data-rich environment
Year of publication: |
[2020]
|
---|---|
Authors: | Çepni, Oğuzhan ; Güney, Ethem ; Küçüksaraç, Doruk ; Yılmaz, Muhammed Hasan |
Publisher: |
Ankara, Turkey : Central Bank of the Republic of Turkey, Head Office, Structural Economic Research Department |
Subject: | Yield Curve | Macroeconomic Factors | Nelson Siegel Model | Panel VAR | Forecasting | Variable Selection | Zinsstruktur | Yield curve | VAR-Modell | VAR model | Schwellenländer | Emerging economies | Öffentliche Anleihe | Public bond | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Rendite | Yield | Faktorenanalyse | Factor analysis |
Extent: | 1 Online-Ressource (circa 40 Seiten) Illustrationen |
---|---|
Series: | Working paper / Türkiye Cumhuriyet Merkez Bankası. - Ankara : [Verlag nicht ermittelbar], ZDB-ID 2842181-4. - Vol. no: 20, 04 (March 2020) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Unspanned macroeconomic factors in the yield curve
Coroneo, Laura, (2016)
-
Machine learning treasury yields
Kakushadze, Zura, (2020)
-
Ullah, Wali, (2013)
- More ...
-
Exchange rate sensitivity of firm value : evidence from nonfinancial firms listed on Borsa Istanbul
Güney, Ethem, (2021)
-
Modelling sovereign credit risk : binomial approach
Güney, Ethem, (2020)
-
Monitoring and forecasting cyclical dynamics in bank credits : evidence from Turkish banking sector
Çolak, Mehmet Selman, (2019)
- More ...