eISSN:2148-0710 - pISSN:1301-6229 English
Anasayfa  |  Künye   |  Haberler  |  İletişim

Menü

Hızlı Erişim







Abstract


Investigation of Macroeconomic Indicators Affecting Cds Premis: The Case of Turkey
CDS premiums have become an important element that is widely used as an alternative to credit rating grades in the measurement of credit risk in national economies. For this reason, determining the factors explaining the changes in country CDS premiums is very important in the macro financial literature. It has been investigated whether a change observed in the external debt/GDP ratio, unemployment, inflation ratios and GDP growth rates, which are among the factors affecting country CDS premiums, cause a statistically significant change on country CDS premiums. Quarterly data for the related variables between the years 2010-2019 were used in the study. In the study, VAR Analysis, Variance Decomposition, Granger Causality Analysis were performed.

Keywords
Cdp Premium, Macroeconomics Factors, Var Analysis, Variance Decomposition, Granger Causality Analysi


Gelişmiş Arama


Duyurular

    Yayın Kabulü

    Makale gönderme ve kabul işlemleri artık DERGİPARK sitemimiz vasıtasıyla gerçekleştirilmektedir. 

    UYARI!! LÜTFEN GÖNDERECEĞİNİZ MAKALELERİ YAZIM VE YAYIN KURALLARIMIZA GÖRE YENİDEN GÖZDEN GEÇİREREK GÖNDERİNİZ.



Adres :
Telefon : Faks :
Eposta :dergi@ekevakademi.org

Web Yazılım & Programlama Han Yazılım Bilişim Hizmetleri