Regime changes in monetary policy and the Expectation Hypothesis of the term structure in Turkey
In this study we test the long-run validity of the Expectation Hypothesis of the Term Structure (EHTS) in Turkey by using monthly interest rate series from 2003m1 to 2010m1. The data set is obtained from the bonds and bills market for the government securities in the Istanbul Stock Exchange (ISE)....
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2012-04-01
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| Series: | Journal of Business Economics and Management |
| Subjects: | |
| Online Access: | https://journals.vgtu.lt/index.php/JBEM/article/view/4385 |