Çeli̇k, Ali - In: Mokslo darbai / Vilniaus Universitetas 101 (2022) 1, pp. 125-141
variables. Then, symmetric and asymmetric causality analysis was preferred to ascertain the relationship between the variables … conclusion, the asymmetric causality relationship from positive shocks in CDS to positive shocks in exchange rates was detected. … the credit default swap (CDS) to the exchange rate, and from the exchange rate to the uncertainty index. The asymmetric …