The role of macroeconomic and market indicators in explaining sovereign Credit Default Swaps (CDS) spread changes : evidence from Türkiye
Year of publication: |
2022
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Authors: | Kartal, Mustafa Tevfik |
Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 25.2022, 2, p. 145-164
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Subject: | CDS spreads | macroeconomic indicators | market indicators | MARS | Türkiye | Kreditderivat | Credit derivative | Wirtschaftsindikator | Economic indicator | Welt | World | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Türkei | Turkey |
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