Recent innovation in benchmark rates (BMR): evidence from influential factors on Turkish Lira Overnight Reference Interest Rate with machine learning algorithms

Abstract Some countries have announced national benchmark rates, while others have been working on the recent trend in which the London Interbank Offered Rate will be retired at the end of 2021. Considering that Turkey announced the Turkish Lira Overnight Reference Interest Rate (TLREF), this study...

Full description

Bibliographic Details
Main Authors: Özer Depren, Mustafa Tevfik Kartal, Serpil Kılıç Depren
Format: Article
Language:English
Published: SpringerOpen 2021-06-01
Series:Financial Innovation
Subjects:
Online Access:https://doi.org/10.1186/s40854-021-00245-1