KREDİ TEMERRÜT SWAPLARININ BELİRLEYİCİLERİ: TÜRKİYE İÇİN EKONOMİMETRİK
BİR ANALİZ
DETERMINANTS OF CREDIT TEMPLATE SWAPS: AN ECONOMETRIC ANALYSIS FOR
TURKEY
Author(s): Hasan Ayaydın, Alper Veli Çam, Abdulkadir Barut, Fahrettin PalaSubject(s): National Economy, Supranational / Global Economy, Evaluation research, Financial Markets
Published by: Sage Yayınları
Keywords: CDS; Macroeconomic Variables; Turkey;
Summary/Abstract: Credit default swaps (CDS) are seen as a reliable tool for measuring the country's economic credibility in the recent years as a significant indicator for country risks. For this reason, determining the factors affecting CDS premiums has become an important research topic. Due to these reasons, a great deal of research has been done in Turkey and the world in the near future. In this study, it was aimed to determine the macroeconomic variables affecting CDS premiums for Turkey using 2009-2016 period quarterly data. For this purpose, it was determined that the factors affecting the Factors affecting CDS premiums have been found to be interest rate, inflation rate, economic growth, foreign debt and Bist100 stocks
Journal: TURAN-SAM
- Issue Year: 10/2018
- Issue No: 40
- Page Range: 539-546
- Page Count: 8
- Language: Turkish