The behavior of Sovereign Credit Default Swaps (CDS) spread: evidence from Turkey with the effect of Covid-19 pandemic

MT Kartal - Available at SSRN 3642652, 2020 - papers.ssrn.com
This study examines how sovereign CDS spreads of Turkey behave in COVID-19 pandemic
times by considering that CDS spreads reflect the riskiness, vulnerability, financial stability …

Dynamic link between central bank reserves, credit default swap spreads, and foreign exchange rates: Evidence from Turkey by time series econometrics

MT Kartal, T Ulussever, UK Pata, SK Depren - Heliyon, 2023 - cell.com
In this study, dynamic links between central bank reserves (CBR), credit default swap (CDS)
spreads, and foreign exchange (FX) rates are investigated. So, Turkey, which is a negative …

Sovereign credit default swap (CDS) spreads changes in various economic conjunctures: evidence from Turkey by machine learning algorithms

MT Kartal, SK Depren, Ö Depren - Journal of Management and …, 2022 - dergipark.org.tr
The study aims to define the sources of Turkey's sovereign CDS spread changes to develop
policies that stabilize CDS spreads since they have a volatile and increasing trend …

CDS risk primleri ile dış borçlanma ilişkisi: simetrik ve asimetrik nedensellik analizi

Ö Akkuş - Uluslararası İktisadi ve İdari İncelemeler Dergisi, 2021 - dergipark.org.tr
Bu çalışma Türkiye'nin kamu ve özel sektör dış borcu ile kredi temerrüt swapları (CDS)
arasındaki ilişkiyi 2000Q4-2019Q1 dönemi verilerinden yaralanarak incelemektedir. Kamu …

Determinants of sovereign credit default swap (CDS) spreads in emerging countries: evidence from Turkey

MT Kartal, HM Ertuğrul, F Ayhan - Hacettepe Üniversitesi İktisadi ve …, 2022 - dergipark.org.tr
Turkey faces increasing CDS (Credit Default Swap) spreads. The level of CDS spreads
shows the riskiness of a country in terms of credit default and countries can't attract high …

Nexus between credit default swap spreads and foreign exchange rates: evidence from BRICST, E7, MINT and Fragile Five countries

MT Kartal, SK Depren… - Global Business and …, 2023 - inderscienceonline.com
The study investigates the nexus between credit default swap (CDS) spreads and foreign
exchange (FX) rates in leading emerging countries, most of which CDS spreads are high …

Türkiye'de Cari Açığı Etkileyen Faktörlerin Belirlenmesine Yönelik İstatistiksel Bir Araştırma

SK Depren - İstanbul Gelişim Üniversitesi Sosyal Bilimler Dergisi, 2021 - dergipark.org.tr
Türk ekonomisinde son yıllarda büyüme ve gelişme yaşanmıştır. Ancak buna rağmen bazı
alanlarda yeterince gelişme sağlanamamıştır. Özellikle çift hanelerde gerçekleşen enflasyon …

Ülke Risk Priminin Belirleyicisi Olarak Merkez Bankası Kredibilitesi: Türkiye'den Kanıtlar

S Varlık, M Öbekcan - Bulletin of Economic Theory and Analysis, 2023 - dergipark.org.tr
Bu çalışmada Türkiye Cumhuriyet Merkez Bankası'nın (TCMB) kredibilitesinin Türkiye'nin
CDS priminin bir belirleyicisi olup olmadığı Ocak 2008-Aralık 2022 dönemi için …

[PDF][PDF] The role of macroeconomic and market indicators in explaining sovereign Credit Default Swaps (CDS) spread changes: Evidence from Türkiye

MT Kartal - Romanian Journal of Economic Forecasting, 2022 - ipe.ro
The study investigates the role of macroeconomic and market indicators on Türkiye's
sovereign CDS spreads, which represent the riskiness and vulnerability in terms of credit …

The Relationship Between Credit Default Swap (Cds), Central Government External Debt Stock, and the Current Account Deficit in Türkiye

E Noyan, Aİ Özpençe - İnsan ve Toplum Bilimleri Araştırmaları …, 2023 - dergipark.org.tr
Debt ratios are often a static indicator of the borrowing situation in an economy. Since the
debt burden, interest burden, or ratio to the national income of an economy shows the …