Show simple item record

dc.contributor.advisorGürkaynak, Refet Soykan
dc.contributor.authorYıldız, Murat Adil Can
dc.date.accessioned2017-10-12T12:44:19Z
dc.date.available2017-10-12T12:44:19Z
dc.date.copyright2017-09
dc.date.issued2017-10
dc.date.submitted2017-10-11
dc.identifier.urihttp://hdl.handle.net/11693/33804
dc.descriptionCataloged from PDF version of article.en_US
dc.descriptionThesis (M.S.): Bilkent University, Department of Economics, İhsan Doğramacı Bilkent University, 2017en_US
dc.descriptionIncludes bibliographical references (leaves 26-27).en_US
dc.description.abstractIn this thesis, the Turkish Treasury yield curve is estimated by the Nelson-Siegel- Svensson method between January 2010 and December 2016 in a daily frequency. Interest rates taken from estimated yield curves can be used as a benchmark rate to determine the present value of any future cash flow. The main goal of this study is to measure expected future expectations of interest rates and the term premium. After the yield curves are estimated, a multifactor no-arbitrage affine term structure model is used to decompose the yield curve to its term premium and future expected interest rate components.en_US
dc.description.statementofresponsibilityby Murat Adil Can Yılmaz.en_US
dc.format.extentix, 33 leaves : charts ; 29 cmen_US
dc.language.isoen_USen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectTerm Premiumen_US
dc.subjectTerm Structure of Interest Ratesen_US
dc.subjectYield Curve Fittingen_US
dc.titleEstimation of term premia in term structure of Turkish government bond yieldsen_US
dc.title.alternativeTürkiye devlet tahvili getirilerinin vade yapısındaki vade primi hesaplanmasıen_US
dc.typeThesisen_US
dc.departmentDepartment of Economicsen_US
dc.publisherBilkent Universityen_US
dc.description.degreeM.S.en_US
dc.identifier.itemidB156330
dc.embargo.release2017-11-04


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record