{"title":"CDS Primleri ve Derecelendirme (Raiting) Notları ile BIST 100 Endeksi Arasındaki İlişkinin İncelenmesi: Türkiye Örneği","authors":"H. Saritaş, E. Kılıç, Elif Hilal Nazlioğlu","doi":"10.33203/mfy.854876","DOIUrl":null,"url":null,"abstract":"In terms of economic agents, CDS premiums and credit ratings are con sidered as an indicator of the risk related to financial markets. In this context, relationship between CDS and credit ratings with BIST 100 index was exa mined for Turkey in particular In the econometric analysis part of the study, the period 2010:02-2020:02 was used and the ARDL co-integration test was imposed on. Analysis results showed that the variables are co-integrated. In other words, it is concluded that CDS premiums, credit rating scores and BIST 100 index move together in the relevant sample period for Turkey.","PeriodicalId":177389,"journal":{"name":"Maliye Finans Yazıları","volume":"33 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-10-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Maliye Finans Yazıları","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.33203/mfy.854876","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
CDS Primleri ve Derecelendirme (Raiting) Notları ile BIST 100 Endeksi Arasındaki İlişkinin İncelenmesi: Türkiye Örneği
In terms of economic agents, CDS premiums and credit ratings are con sidered as an indicator of the risk related to financial markets. In this context, relationship between CDS and credit ratings with BIST 100 index was exa mined for Turkey in particular In the econometric analysis part of the study, the period 2010:02-2020:02 was used and the ARDL co-integration test was imposed on. Analysis results showed that the variables are co-integrated. In other words, it is concluded that CDS premiums, credit rating scores and BIST 100 index move together in the relevant sample period for Turkey.
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号
