This repository contains the source code and data for my master's thesis project. The project explores the relationship between global financial cycles, long-term government bond yields, and monetary policy decisions.
to be written
├── src/
| ├── data_visualization/
| ├── fetch_data/
| ├── handle_bond_data/
| ├── hillenbrand_replication/
| ├── regression_analysis/
├── original_data/
| ├── australian_bond_yields/
| ├── boc_bond_yields/
| ├── boe_gilt_yields/
| ├── france_oat_yields/
| ├── german_bund_yields/
| ├── japanese_bond_yields/
| ├── swiss_bond_yields/
| ├── gurkaynak2007.xlsx
| ├── gurkaynak2010.xls
| ├── dxy.csv
| ├── long_term_historical_rates.py
├── processed_data/
| ├── monetary_policy_dates/
| ├── yield_data/
| ├── control_variables/
| ├── hillenbrand_replication.csv
├── sandbox/
├── figures/
├── paper/
├── utils/
| ├── time_windows.py
├── environment.yml
├── CITATION
├── report.pdf
├── README.md
To clone this repository in your local machine,
git clone https://github.com/yildirimalper/yildirim-masters-thesis
After cloning repository, by using the environment.yml
file, you can recreate the exact environment required for the project with:
conda env create -f environment.yml
conda activate masters_thesis
I would like to thank Dr. Janko Heineken for his guidance and support throughout the project.