Sahin, Hasan; Genç, Ismail H. - In: Journal of BRSA Banking and Financial Markets 3 (2009) 2, pp. 107-119
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...
