Autoregressive (MS-VAR) model for the period of March 2005-May 2017. According to the findings; it has been seen that there is a … CDS premiums and Borsa Istanbul 100 Index (BIST100) has been analyzed by using Markov Regime Switching Vector …

Autoregressive (MS-VAR) model for the period of March 2005-May 2017. According to the findings; it has been seen that there is a … CDS premiums and Borsa Istanbul 100 Index (BIST100) has been analyzed by using Markov Regime Switching Vector …