Are Swap and Bond Markets Alternatives to Each Other in Turkey?
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More about this item
Keywordscovered interest parity; limits to arbitrage; bond market; currency swap; cointegration;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-09-22 (All new papers)
- NEP-ARA-2012-09-22 (MENA - Middle East & North Africa)
- NEP-FMK-2012-09-22 (Financial Markets)
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