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- W2550345645 abstract "This study includes very initial analyses of ongoing research which investigate the relationship between term structure of interest rate and macro variables in Turkey. Initial .ndings indicate that corresponding relation has structural break around 2002 which coincides with new mon- etary policy namey in.ation targeting. In pre2002 period role of macro- economic variables in yield curve is limited however in post 2002 period macro variables play very crucial role in term structure of interest rate. We found that in.ation and exchange rate are two majar macro variables that determine the shape of yield curve." @default.
- W2550345645 created "2016-11-30" @default.
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- W2550345645 date "2010-01-01" @default.
- W2550345645 modified "2023-09-23" @default.
- W2550345645 title "TERM STRUCTURE OF INTEREST RATE AND MACROECONOMIC VARIABLES" @default.
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