期刊名称：International Journal of Economics and Finance Studies
电子版ISSN：1309-8055
出版年度：2010
卷号：2
期号：1
出版社：Social Sciences Research Society
摘要：This study includes very initial analyses of ongoing research which investigate the relationship between term structure of interest rate and macro variables in Turkey. Initial .ndings indicate that corresponding relation has structural break around 2002 which coincides with new mon- etary policy namey in.ation targeting. In pre2002 period role of macro- economic variables in yield curve is limited however in post 2002 period macro variables play very crucial role in term structure of interest rate. We found that in.ation and exchange rate are two majar macro variables that determine the shape of yield curve.
