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Turkish English
2lwN4IoBQzmg-9NMyNgF
  Citation Number 42
 Views 19
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Endnote
Türk Tahvillerinin CDS Primlerini Etkileyen İçsel Faktörlerin Analizi
2017
Journal:  
Maliye ve Finans Yazıları
Author :  
DOI:  
10.33203/mfy.307177
Abstract :

Credit Default Swaps (CDS) is one of the most widely used credit derivatives in financial markets. In finance literature, there are few studies on factors affecting CDS premiums of Turkish bonds. The aim of the study is to determine the internal variables affecting Turkish bonds' credit risk premiums in the period of the global crisis. The study covers January 2008 to March 2016 period. Istanbul Stock Exchange return index and the price of gold is exogenous variables on Turkey USD 5 Term Bond CDS and lagged values of these variables are the cause of the dependent variable.

Keywords :