Browsing Faculty of Business by Author "Akgiray, V."
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Predictability of emerging market local currency bond risk premia
Akgiray, V.; Baronyan, S.; Şener, Emrah; Yıldız, Osman (Taylor & Francis, 2015)This article investigates the source of predictability of emerging market (EM) local currency bond risk premia by using a dynamic factor approach based on a large panel of economic and financial time series. We find strong ... -
Robust term structure estimation in developed and emerging markets
Ahi, Emrah; Akgiray, V.; Şener, Emrah (Springer Nature, 2018-01)Despite powerful advances in interest rate curve modeling for data-rich countries in the last 30 years, comparatively little attention has been paid to the key practical problem of estimation of the term structure of ...
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