Publication:
Understanding the connectedness of short term interest rates

dc.contributor.advisorYılmaz, Kamil
dc.contributor.advisorid0000-0003-2455-2099
dc.contributor.authorGök, Deniz
dc.contributor.instituteKoç University Graduate School of Social Sciences and Humanities
dc.contributor.programEconomics
dc.contributor.yokid6111
dc.date.accessioned2024-11-09T22:38:02Z
dc.date.issued2014
dc.descriptionviii, 46 l. : ill. 30 cm.
dc.identifier.urihttps://hdl.handle.net/20.500.14288/5846
dc.keywordsFinancial connectedness
dc.keywordsRisk measurement
dc.keywordsSystemic risk
dc.keywordsLibor rate
dc.keywordsVector autoregression
dc.keywordsVariance decomposition
dc.languageEnglish
dc.publisherKoç University
dc.relation.collectionKU Theses and Dissertations
dc.rightsrestrictedAccess
dc.rights.copyrightsnote© All Rights Reserved. Accessible to Koç University Affiliated Users Only!
dc.subjectBanks and banking
dc.thesis.degreeMaster's Degree
dc.thesis.grantorİstanbul
dc.titleUnderstanding the connectedness of short term interest rates
dc.typeThesis
dspace.entity.typePublication
relation.isAdvisorOfThesisd897e741-6b5e-40f5-82bf-eed4b2ebbd88
relation.isAdvisorOfThesis.latestForDiscoveryd897e741-6b5e-40f5-82bf-eed4b2ebbd88

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