Open AccessA Study on the Relationship between CDS Premiums and Stock Market Indices: A Case of the Fragile Five Countries
Author(s) -
Nuri Avşarlıgil,
Emre Turgut
Publication year - 2021
Publication title -
istanbul business research
Language(s) - English
Resource type - Journals
ISSN - 2630-5488
DOI - 10.26650/ibr.2021.50.808240
Subject(s) - cointegration , granger causality , stock market , economics , stock market index , credit default swap , unit root , financial economics , stock (firearms) , index (typography) , johansen test , error correction model , econometrics , monetary economics , actuarial science , credit risk , mechanical engineering , paleontology , horse , world wide web , computer science , engineering , biology
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