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- Title
CDS Primleri ve Derecelendirme (Raiting) Notları ile BIST 100 Endeksi Arasındaki İlişkinin İncelenmesi: Türkiye Örneği.
- Authors
SARITAŞ, Hakan; KILIÇ, Emre; NAZLIOĞLU, Elif Hilal
- Abstract
In terms of economic agents, CDS premiums and credit ratings are considered as an indicator of the risk related to financial markets. In this context, relationship between CDS and credit ratings with BIST 100 index was examined for Turkey in particular In the econometric analysis part of the study, the period 2010:02-2020:02 was used and the ARDL co-integration test was imposed on. Analysis results showed that the variables are co-integrated. In other words, it is concluded that CDS premiums, credit rating scores and BIST 100 index move together in the relevant sample period for Turkey.
- Subjects
TURKEY; CREDIT ratings; FINANCIAL risk; FINANCIAL markets; CREDIT default swaps; COINTEGRATION; VOCABULARY
- Publication
Journal of Finance Letters / Maliye Finans Yazıları Dergisi, 2021, Issue 116, p73
- ISSN
1308-6014
- Publication type
Article
- DOI
10.33203/mfy.854876