Results 21 to 30 of about 24,543 (234)
The study on risk avoidance of transaction default based on the herding effect
Systems Science & Control Engineering, 2021 There is a widespread phenomenon of trading goods ordered in advance in the commodity market, and consumers choose to imitate others for security reasons, to form a herd phenomenon of following the trend and following the crowd, this has become an ...
Liang Wu
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Financial Fragility and Basic Economic Indicators in Turkey
Muhasebe Enstitüsü Dergisi, 2022 Financial fragility emerges as a concept that measures economic resilience against crises. Economies with high financial fragility suffer greater exposure to economic crises.
Şule Yüksel Yiğiter +1 more
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Финансы: теория и практика, 2022 The subject of the research is the influence of the debt burden of state-owned companies on the dynamics of Russia’s corporate external debt. The relevance is due to the unprecedented combination of sanctions in 2022, which created default risks of ...
S. A. Perekhod +3 more
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Istanbul Business Research, 2021 International investors should have a pioneering knowledge of the country’s risk level before investing their savings in a country. For this purpose, Credit Default Swap (CDS) Agreements that serve as insurance against investor’s risk of not collecting ...
Nuri Avşarlıgil, Emre Turgut
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What are the macroeconomic drivers of the asset returns of Turkish banks?
Technological and Economic Development of Economy, 2022 The aim of this paper is to investigate the effects of the macroeconomic factors to the movements of the asset returns of the banks in Turkey in terms of systemic risk from 2005 to 2018.
Zehra Civan +2 more
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Ekonomika, 2022 This study examines the factors affecting exchange rate fluctuations in Turkey by employing the quarterly data from 2008 to 2020. In this context, linear and nonlinear unit root tests were used to determine the stationarity levels of the variables. Then,
Ali Çeli̇k
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Is tail risk priced in credit default swap premia? [PDF]
, 2013 We show that the propensity of a bank to experience extreme comovements in its credit default swap premia together with the market is priced in the bank’s default swap spread during the financial crisis.
Meine, Christian +2 more
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Volatility spillover networks of credit risk: Evidence from ASW and CDS spreads in Turkey and Brazil [PDF]
PanoeconomicusThis study examines received and transmitted volatility spillovers of Credit Default Swap (CDS) and Asset-Swap Spread (ASW) for Brazil and Turkey. The empirical analysis is implemented using two country-based (stock markets and exchange rates) and two ...
Gunay Samet +2 more
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Quantitative Finance and Economics, 2020 With the emergence and spreading of COVID-19 pandemic all over the world, the uncertainty has been increasing for countries. Depending on this condition, especially emerging countries have been affected negatively by foreign portfolio investment outflows
Mustafa Tevfik Kartal +2 more
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A HEALTHY DOSE OF PESSIMISM? INFLUENCE OF THE UKRAINIAN ECONOMY ON ITS BANKING SECTOR CREDIT RATINGS [PDF]
Baltic Journal of Economic Studies, 2017 The purpose of the research is to identify the influence of Ukraine’s economic development on the international agencies' credit rating of its banking system. The instability and ambiguous geopolitical position of Ukraine are complicating any predictions
Svitlana Pokrason
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