The impact of financial drivers on credit default swap (CDS) in Turkey : the cointegration with structural breaks and FMOLS approach
Year of publication: |
2022
|
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Authors: | Erdas, Mehmet Levent |
Published in: |
Istanbul business research. - Istanbul : Istanbul University Press, ISSN 2630-5488, ZDB-ID 3098557-2. - Vol. 51.2022, 1, p. 25-46
|
Subject: | Credit Risk | Financial Factors | Structural Breaks | Cointegration | Turkey | Türkei | Kointegration | Strukturbruch | Structural break | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk |
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