Veysel KARAGÖL

How Vulnerable is the Turkish Stock Market to the Credit Default Swap? Evidence from the Markov Switching GARCH Model

How Vulnerable is the Turkish Stock Market to the Credit Default Swap? Evidence from the Markov Switching GARCH Model

İstanbul İktisat Dergisi

2023-Cilt: 73 Sayı: 1

513-531

Credit default swap, Turkish stock market, Markov Switching GARCH

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