Search Results - "Soykök, Emre"
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1
On illiquidity of an emerging sovereign bond market
Published in Economic systems (01-06-2023)“…This study offers an analysis of a sovereign bond market in an emerging country, Turkey, and its illiquidity. We employ the Nelson-Siegel model to generate a…”
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Journal Article -
2
Term premium dynamics in an emerging market: Risk, liquidity, and behavioral factors
Published in International review of financial analysis (01-11-2022)“…This paper contributes to the fixed income research by identifying determinants of term premium in an emerging market’s treasury bond yields with particular…”
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Journal Article