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Kredi Temerrüt Takasları ve Emtia Fiyatları İlişkisi: Türkiye Örneği

2021

Journal:

Sosyoekonomi

Author:

DOI:

10.17233/sosyoekonomi.2021.01.09

Abstract:

Bu çalışmada; bir finansal gösterge olan kredi temerrüt takaslarının Türkiye özelinde reel piyasalar ile olan ilişkisini, emtia fiyatları üzerinden ortaya koymak amaçlanmıştır. Ayrıca, Türkiye’nin CDS primlerinin VIX endeksi, Tahvil Gösterge Faiz Oranları ve BİST100 endeksi ile olan bağlantıları incelenmiştir. 2008-2018 yılları arasındaki günlük değerleri alınan veriler ARDL modeli çerçevesinde regresyona tabi tutulmuş ve sonuçlar Pesaran Sınır Testi ile sınanmıştır. Çalışmanın sonucunda, kısa vadede, emtia fiyatlarının söz konusu dönemler içerisinde istatiksel olarak anlamlı bir şekilde CDS primleri ile ters yönlü bir ilişki gösterdiği saptanmıştır.

Keywords:

Credit Default Swap and Commodity Prices Relations: The Case Of Turkey

2021

Journal:

Sosyoekonomi

Author:

DOI:

10.17233/sosyoekonomi.2021.01.09

Abstract:

The aim of this study is to reveal the relationship between credit default swaps and commodity prices for Turkey. Additionally, Turkish CDS premiums are investigated in relation to the bond interest rates, BIST100 and VIX indexes. Regression analysis is conducted with daily time series data spanning through 2008-2018 within an ARDL framework and using Pesaran Bond Test. Results indicate a negative relationship between the commodity prices and CDS premiums in Turkey.

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Sosyoekonomi

Field : Sosyal, Beşeri ve İdari Bilimler

Journal Type : Uluslararası

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Article : 916

Cite : 4.217

2023 Impact : 0.196

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Kredi Temerrüt Takasları ve Emtia Fiyatları İlişkisi: Türkiye Örneği

2021

Journal:

Sosyoekonomi

Author:

DOI:

10.17233/sosyoekonomi.2021.01.09

Abstract:

Keywords:

Credit Default Swap and Commodity Prices Relations: The Case Of Turkey

2021

Journal:

Sosyoekonomi

Author:

DOI:

10.17233/sosyoekonomi.2021.01.09

Abstract:

Keywords:

Citation Owners

Attention!
To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

Off-Campus Access
If you are affiliated with a Sobiad Subscriber organization, you can use Login Panel for external access. You can easily sign up and log in with your corporate e-mail address.

Similar Articles

Sosyoekonomi

Metrics

User Guide

Menu

Mendeley

Endnote

Kredi Temerrüt Takasları ve Emtia Fiyatları İlişkisi: Türkiye Örneği

2021

Journal:

Sosyoekonomi

Author:

DOI:

10.17233/sosyoekonomi.2021.01.09

Abstract:

Keywords:

Credit Default Swap and Commodity Prices Relations: The Case Of Turkey

2021

Journal:

Sosyoekonomi

Author:

DOI:

10.17233/sosyoekonomi.2021.01.09

Abstract:

Keywords:

Citation Owners

Attention! To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

Off-Campus AccessIf you are affiliated with a Sobiad Subscriber organization, you can use Login Panel for external access. You can easily sign up and log in with your corporate e-mail address.

Similar Articles

Sosyoekonomi

Metrics

Attention!
To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

Off-Campus Access
If you are affiliated with a Sobiad Subscriber organization, you can use Login Panel for external access. You can easily sign up and log in with your corporate e-mail address.