Interest Rate Risk In Turkish Financial Markets Across Different Time Periods
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DOI: https://doi.org/10.21098/bemp.v16i3.444
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More about this item
Keywords
Interest rate risk; covered interest parity; Turkey; generalized Pareto distribution;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
Statistics
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