Kredi temerrüt takası primlerinin oynaklığında uzun hafıza ve etkin piyasa hipotezi-fraktal piyasa hipotezi sınaması: Türkiye örneği
M Çevik, SS Karaca - Gaziantep University Journal of Social …, 2021 - dergipark.org.tr
Bu çalışmada, Türkiye'nin 2010–2020 dönemine ait ülke Kredi Temerrüt Takası Primlerinin
finansal zaman serisi olarak özellikleri araştırılmış, parametrik ve yarı parametrik ön testler …
finansal zaman serisi olarak özellikleri araştırılmış, parametrik ve yarı parametrik ön testler …
Effective transfer entropy to measure information flows in credit markets
NA Caserini, P Pagnottoni - Statistical Methods & Applications, 2022 - Springer
In this paper we propose to study the dynamics of financial contagion between the credit
default swap (CDS) and the sovereign bond markets through effective transfer entropy, a …
default swap (CDS) and the sovereign bond markets through effective transfer entropy, a …
Investigating Türkiye's financial nexus: A wavelet coherence analysis of sovereign CDS spreads, bond yields, stock index, and FX rates
This article investigates the intricate relationships between sovereign credit default swaps
(CDS) and various Turkish financial assets, including the US Dollar to Turkish Lira exchange …
(CDS) and various Turkish financial assets, including the US Dollar to Turkish Lira exchange …
Relationship between credit default swaps (CDS) and government bonds: A study on Turkey
M Mazak, G Özkul - Anemon Muş Alparslan Üniversitesi Sosyal …, 2020 - dergipark.org.tr
The purpose of the study is to examine the relationship between Turkey's dollar-
denominated Eurobonds and CDS contracts that are related to these Eurobonds and also to …
denominated Eurobonds and CDS contracts that are related to these Eurobonds and also to …
[HTML][HTML] Interconnessione, Reti e Tecnologie Finanziarie: dal Rischio Sistemico all'Investment Management
P Pagnottoni - 2021 - tesidottorato.depositolegale.it
The growing interest of research in econometric methods for systemic risk analysis fostered
a rapid development of econometric spillover and network models to monitor the systemic …
a rapid development of econometric spillover and network models to monitor the systemic …
[PDF][PDF] Network Connectedness and Financial Technologies: from Systemic Risk to Investment Management
P Pagnottoni - 2020 - aisberg.unibg.it
The growing interest of research in econometric methods for systemic risk analysis fostered
a rapid development of econometric spillover and network models to monitor the systemic …
a rapid development of econometric spillover and network models to monitor the systemic …