How Vulnerable is the Turkish Stock Market to the Credit Default Swap? Evidence from the Markov Switching GARCH Model
This study aims to investigate the effect of the credit default swap (CDS) on the Turkish stock market. More specifically, it analyses whether the relationship between CDS and the Turkish stock market has changed during the period of unprecedented stock returns in 2022. The Markov Switching GARCH me...
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| Format: | Article |
| Language: | English |
| Published: |
Istanbul University Press
2023-06-01
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| Series: | İstanbul İktisat Dergisi |
| Subjects: | |
| Online Access: | https://cdn.istanbul.edu.tr/file/JTA6CLJ8T5/D767F546FE304FEBA0F9F7DF44DDECF5 |
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