Browsing PhD Dissertations by Author "Şener, Emrah"
Now showing items 1-3 of 3
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Liquidity in the emerging market local currency bond market: measurement,commonality, and supply of risk capital
Baronyan, Sayad Reteos (2016-06)Major emerging markets sovereigns have started financing a significant component of their budget deficits issuing local currency (LC) bond, reaching to the total outstanding size over 5 trillion dollar almost half of the ... -
Macroeconomic fundamentals and emerging market asset prices
Yılmaz, Osman (2017-06)This thesis consists of three chapters which make empirical contributions to the field of emerging markets xed income, real estate and nancial markets. First chapter entitled 'Macroeconomics Fundamentals and Emerging ... -
Robust estimation of term structure and implied volatility in emerging markets
Ahi, Emrah (2016-07)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 practicalproblem of estimation of the term structure of interest ...
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