The Relationship Between Geopolitical Risk and Credit Default Swap Premium: Evidence from Turkey*
This study investigates the relationship between the geopolitical risk in Turkey arising out of the war and terror incidents happened in the region during the period 2003:01-2020:06 with the CDS premium. A two-step approach is undertaken for this assessment, in which an ARDL limit test and then a t...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2023-05-01
|
| Series: | Ekonomika |
| Subjects: | |
| Online Access: | https://www.zurnalai.vu.lt/ekonomika/article/view/29708 |