Browsing by Subject "Variance Decomposition"
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The Relatıonship Between Credit Default Swap Spreads, Equıty Indices And Sector Equity Indices: An Empirical Study On Istanbul Stock Exchange (International Institute of Social and Economic Sciences (IISES), 2015)The link between stock prices and Credit Default Swaps (CDS) spreads is important for risk managers to make an investment decision. Furthermore, the choice of sector is important in the preference of the investors. The ...