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....

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...