Yıldırım, Esra Soyu; Özgür, Munise Ilıkkan - In: Mokslo darbai / Ekonomika / Vilniaus Universitetas 102 (2023) 1, pp. 81-101
This study investigates the relationship between the geopolitical risk in Turkey arising out of the war and terror …-integrated relationship between CDS premium and geopolitical risk index. In addition, the time-varying symmetric and asymmetric test also … identifies causality between CDS premium and geopolitical risk, and establishes periods where the latter influences the former …