Testing the Expectation Theory of the Term Structure of Interest Rates in Turkish Fixed-Income Securities Market.

Testing the Expectation Theory of the Term Structure of Interest Rates in Turkish Fixed-Income Securities Market.

This study empirically tests the expectations hypothesis of term structure of interest rates, in Turkish fixed-income securities market. In the study Johansen and Juselius (JJ test) co-integration test has been applied to determine the existence of at least one common trend between short and long te...

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Bibliographic Details
Main Author: Mehmet ARSLAN
Format: Article
Language:English
Published: Isarder 2012-09-01
Series:İşletme Araştırmaları Dergisi
Subjects:
Interest rates
Term structure
Online Access:http://www.isarder.org/tr/2012cilt4no3/Vol.4_Issue3_01_full_text.pdf

Internet

http://www.isarder.org/tr/2012cilt4no3/Vol.4_Issue3_01_full_text.pdf

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