2026-10-19T02:48:24Zhttps://ebyu-rdlopen.rawdatalibrary.net/oai/request

oai:ebyu-rdlopen.rawdatalibrary.net:ebyu/131192026-10-18T20:56:45Zopenairedrivercom_ebyu_10000col_ebyu_10001

Credit Default Swap and Commodity Prices Relations: The Case of Turkey; [Kredi Temerrüt Takasları ve Emtia Fiyatları İlişkisi: Türkiye Örneği]Tanyildizi, HalilYiğiter, Şule YükselARDL ModelCommodity PricesCredit Default SwapsCredit RiskThe aim of this study is to reveal the relationship between credit default swaps and commodity prices for Turkey. Additionally, Turkish CDS premiums are investigated in relation to the bond interest rates, BIST100 and VIX indexes. Regression analysis is conducted with daily time series data spanning through 2008-2018 within an ARDL framework and using Pesaran Bond Test. Results indicate a negative relationship between the commodity prices and CDS premiums in Turkey. © 2021, Sosyoekonomi Society. All rights reserved.Sosyoekonomi Society2021Articlehttps://rdlopen.rawdatalibrary.net/r/ebyu/13119https://doi.org/10.17233/sosyoekonomi.2021.01.091305-5577trSosyoekonomiinfo:eu-repo/semantics/openAccessinfo:eu-repo/semantics/articlehttps://ebyu-rdlopen.rawdatalibrary.net/tr/items/ebyu/13119