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Ditemukan 2 dari pencarian Anda melalui kata kunci: author=Ozdemir, Durmus
cover
Risiko tingkat suku bunga di pasar keuangan Turki pada periode waktu yang ber…
Ozdemir, DurmusSchmidbauer, Harald

A Measuring the risk associated with interest rates is important since it is beneficial in taking measures before negative effects can take place in an economy. We obtain a risk measure for interest rates by fitting the generalized Pareto distribution (GPD) to positive extreme day-to-day changes of the interest rate, using data from the Istanbul Stock Exchange (ISE) Second Hand Bond Market, nam…

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Deskripsi Fisik
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No. Panggil
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cover
Interest rate risk in Turkish financial markets across different time periods
Ozdemir, DurmusSchmidbauer, Harald

A measuring the risk associated with interest rates is important since it is beneficial in taking measures before negative effects can take place in an economy. We obtain a risk measure for interest rates by fitting the generalized Pareto distribution (GPD) to positive extreme day-to-day changes of the interest rate, using data from the Istanbul Stock Exchange (ISE) Second Hand Bond Market, nam…

Edisi
-
ISBN/ISSN
-
Deskripsi Fisik
-
Judul Seri
-
No. Panggil
-