Browsing Tez Koleksiyonu by Subject "Nelson Siegel"
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Estimate the yield curve for sovereign bonds in Turkey and forecasting Turkish economy from the shape of yield curve (2005 - 2018)
(Kadir Has Üniversitesi, 2019)Yield curve that reflects the interest expectations of market participants is one of the cornerstones of the financial analysis. In the first chapter of our study, Turkey yield curve for sovereign bond market is estimated ...