The relationship between geopolitical risk and credit default swap premium : evidence from Turkey
Year of publication: |
2023
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---|---|
Authors: | Yıldırım, Esra Soyu ; Özgür, Munise Ilıkkan |
Published in: |
Mokslo darbai / Vilniaus Universitetas. - Vilnius : [Verlag nicht ermittelbar], ISSN 1392-1258, ZDB-ID 2810340-3. - Vol. 102.2023, 1, p. 81-101
|
Subject: | CDS | Geopolitical Risk | ARDL | Time Varying Causality | Turkey | Türkei | Kreditderivat | Credit derivative | Geopolitik | Geopolitics | Risikoprämie | Risk premium | Kausalanalyse | Causality analysis |
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