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Term premium in Turkish lira interest rates

Aydin, Halil İbrahim; Özel, Özgür - 2019

Persistent link: https://www.econbiz.de/10012888542

Return and Maturity Relationships for Treasury Auctions : Evidence from Turkey

Berument, Hakan - 2018

The relationship between the interest rate and the maturity of newly issued bonds provides information on the debt dynamics of an economy as well as on the sustainability of its debt. Such information is crucial especially for countries that have debt-rollover concerns due to financial stress...

Persistent link: https://www.econbiz.de/10012915262

Credit Default Swap (CDS) Spreads : The Analysis of Time Series for the Integration with the Interest Rates and the Growth in Turkish Economy

Kargi, Bilal - 2014

This text is for the relation between credit default swap (CDS) spreads and some chosen macro economic data in Turkish economy. Credit default swap spread as an insurance spread is the most important sign for the solvency of the debitors in that country about the securities that public sector...

Persistent link: https://www.econbiz.de/10013050744

Term premium in Turkish lira interest rates : the role of foreign investors' share

Aydın, Halil İbrahim; Özel, Özgür - In: Borsa Istanbul Review 24 (2024) 2, pp. 314-323

In this paper we decompose Turkish Lira interest rates into expected short rate and term premium components, using two well-established methods. Then we focus on the impact of the share of foreign investors on bond yields by instrumenting that share with VIX and Merry Lynch option volatility...

Persistent link: https://www.econbiz.de/10014495155

A 10-year analysis of housing prices and the influence of economic factors in Turkey

Muddasir, Muhammad; Dondaş, Umut - In: Financial internet quarterly 19 (2023) 3, pp. 100-112

In Turkey, the housing market is affected by various factors, and housing prices are shaped according to current … rate) in Turkey was investigated. We used a 10-year time period for this study, from January-2010 to December-2019, with … economic variables are related. Housing costs in Turkey increased as a result of the substantial likelihood that the Turkish …

Persistent link: https://www.econbiz.de/10014496654