Doruk Kucuksarac

Central Bank of Turkey

Ankara

Turkey

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Do Local and Global Factors Impact the Emerging Markets’s Sovereign Yield Curves? Evidence from a Data-Rich Environment

Number of pages: 25 Posted: 09 Dec 2019
Government of the Republic of Turkey - Central Bank of the Republic of Turkey, Government of the Republic of Turkey - Central Bank of the Republic of Turkey, Central Bank of Turkey and University of St Andrews School of Management
Downloads 65 (602,858)

Abstract:

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Yield Curve, Macroeconomic Factors, Nelson Siegel Model, Panel VAR, Forecasting, Variable Selection