Halil Ibrahim Aydin

WORK IN PROGRESS

Measuring Exchange Rate Risk in Foreign Currency Denominated Loans

Monetary Policy Adjustment in Loan Rates (in Turkish)

Extracting Expectations in Affine Term Structure Models

Term Premium in Turkish Treasury Bond Yields, working paper (forthcoming), Central Bank of Turkey

REFEREED PAPERS AND NOTES

Credit Gap Indicators for Turkish Banks, Economic Notes 2019-01

Interest Rates on Consumer Credits and Credit Cards (Turkish), 2011, in Monograph on Turkish Credit Card Market.

Recovering Risk Neutral Densities from Exchange Rate Options, 2010, Economics, Management and Finance, 25(291) pp. 9-26 (with Ozbay-Ozlu, P. and A. Degerli, earlier version)

Interest Rate Pass-Through in Turkey, 2007, working paper, Central Bank of Turkey

Corporate Sector Financial Structure in Turkey, 2006, working paper, Central Bank of Turkey (with Ozmen, E. and others)

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