The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market

SALTOĞLU V. B., Yazgan M.

EMERGING MARKETS FINANCE AND TRADE, cilt.48, ss.48-63, 2012 (SSCI, Scopus)

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 48
  • Basım Tarihi: 2012
  • Doi Numarası: 10.2753/ree1540-496x4806s504
  • Dergi Adı: EMERGING MARKETS FINANCE AND TRADE
  • Derginin Tarandığı İndeksler: Social Sciences Citation Index (SSCI), Scopus
  • Sayfa Sayıları: ss.48-63
  • Anahtar Kelimeler: cointegration, forecast evaluation, forecasting, regime switching, term structure of interest rates
  • Boğaziçi Üniversitesi Adresli: Evet