The Relationship Between Credit Default Swap Spreads, Equity Indices And Sector Equity Indices: An Empirical Study On Istanbul Stock Exchange

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dc.contributor.authorKoy, Ayben
dc.date.accessioned2019-03-27T10:41:09Z
dc.date.available2019-03-27T10:41:09Z
dc.date.issued2015en_US
dc.departmentFakülteler, İşletme Fakültesi, Bankacılık ve Finans Bölümüen_US
dc.description.abstractThe 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 literature have different evidences as there is a powerful relation with the country CDS and the equity indices or not. This study aims to investigate the linkages between the CDS spreads and equity indices including the scope and diversity of sector. The sample of the study consists of BIST30, BIST100, BIST Bank and BIST Industry. The data of the study included the January 2013 and April 2014 were tried with weekly data range.en_US
dc.identifier.citationKoy, A. The Relationship Between Credit Default Swap Spreads, Equity Indices And Sector Equity Indices: An Empirical Study On Istanbul Stock Exchange. 21 June 2015, 17th International Academic Conference, Vienna, p.235-246.en_US
dc.identifier.doi10.20472/IAC.2015.017.047en_US
dc.identifier.endpage246en_US
dc.identifier.startpage235en_US
dc.identifier.urihttp://www.iises.net/proceedings/17th-international-academic-conference-vienna/front-page
dc.identifier.urihttps://hdl.handle.net/11467/2549
dc.identifier.urihttps://doi.org/10.20472/IAC.2015.017.047
dc.language.isoenen_US
dc.publisherInternational Institute of Social and Economic Sciences (IISES)en_US
dc.relation.ispartof17th International Academic Conference, Vienna 21 June 2015en_US
dc.relation.publicationcategoryKonferans Öğesi - Uluslararası - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectCredit Default Swapsen_US
dc.subjectEquity Indexen_US
dc.subjectSector Equity Indexen_US
dc.subjectBIST30en_US
dc.subjectBIST100en_US
dc.subjectIstanbul Stock Exchangeen_US
dc.subjectVector Autoregressionen_US
dc.subjectImpulse Responseen_US
dc.subjectVariance Decompositionen_US
dc.titleThe Relationship Between Credit Default Swap Spreads, Equity Indices And Sector Equity Indices: An Empirical Study On Istanbul Stock Exchangeen_US
dc.typeConference Objecten_US

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