Duran, Murat; Gülşen, Eda - In: Economic Modelling 32 (2013) C, pp. 592-601
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 for … Turkey by using nominal and real yield curves. The findings of event study analysis on inflation compensation indicate that …