The determinants of Turkish CDS volatility: An ARDL approach covering COVID period

Author:

Sunal OnurORCID,Yağcı Filiz

Publisher

Elsevier BV

Reference64 articles.

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3. Real economic shocks and sovereign credit risk;Augustin;Journal of Financial and Quantitative Analysis,2016

4. Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads;Augustin;Journal of Financial Economics,2020

5. The nexus between sovereign CDS and stock market volatility: New evidence;Ballester;Mathematics,2021

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