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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....
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series analysis methods. To this end, the first part of this study will cite TAR model among the nonlinear time series to be …
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Interest rate is one of the most observed and forecasted variables in financial markets. Interest rates and the volatility of interest rates play a crucial role in pricing financial instruments. In this empirical study, we try to investigate which short term interest rate model is appropriate...
Persistent link: https://www.econbiz.de/10008464863
This paper investigates the effect of the variation in the interest rates on consumer credit. The interest rate plays the central role in the regressin model as the main independent variable affecting consumer credit demand. The relationship between consumer credit and Istanbul Stock Exchange...
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