Yıldırım, Esra Soyu; Özgür, Munise Ilıkkan - In: Mokslo darbai / 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 incidents happened in the region during the period 2003:01-2020:06 with the CDS premium. A two-step approach is undertaken for this assessment, in which an ARDL limit test and then...