Predictability of risk appetite in Turkey : local versus global factors
Year of publication: |
2023
|
---|---|
Authors: | Gemici, Eray ; Gök, Remzi ; Bouri, Elie |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 55.2023, p. 1-28
|
Subject: | Credit default swap (CDS) | Financial stress | Oil volatility and geopolitical risk | Quantile-based analysis | Risk appetite (RISE) in Turkey | Safe-haven index | Türkei | Turkey | Volatilität | Volatility | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Risiko | Risk | Risikoprämie | Risk premium | Geopolitik | Geopolitics | Welt | World | Risikomanagement | Risk management |
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