Housing price dynamics and bubble risk: the case of Turkey
Housing prices have increased substantially in some emerging markets in recent years.
Turkish housing market has also experienced a boom over the last decade with rapid house …
Turkish housing market has also experienced a boom over the last decade with rapid house …
[HTML][HTML] Capital market and economic growth nexus: Evidence from Turkey
This study explores the relations between the development level of capital market sub-
components, involving mutual/pension funds, corporate bond, stock and government bond …
components, involving mutual/pension funds, corporate bond, stock and government bond …
Why do banks use credit default swaps (CDS)? A systematic review
Tabassum, M Yameen - Journal of Economic Surveys, 2024 - Wiley Online Library
Credit default swaps (CDS)—the fiercely discussed derivatives instrument since the
explosion of the recent global credit crunch—are still subject to considerable theoretical and …
explosion of the recent global credit crunch—are still subject to considerable theoretical and …
The behavior of Sovereign Credit Default Swaps (CDS) spread: evidence from Turkey with the effect of Covid-19 pandemic
MT Kartal - Available at SSRN 3642652, 2020 - papers.ssrn.com
This study examines how sovereign CDS spreads of Turkey behave in COVID-19 pandemic
times by considering that CDS spreads reflect the riskiness, vulnerability, financial stability …
times by considering that CDS spreads reflect the riskiness, vulnerability, financial stability …
Dynamic spillover analysis of international and Turkish food prices
HM Ertuğrul, Ü Seven - International Journal of Finance & …, 2023 - Wiley Online Library
This study analyses the dynamic spillover relationship between international and Turkish
food prices by employing Markov Switching Regression (MSR) and Dynamic Conditional …
food prices by employing Markov Switching Regression (MSR) and Dynamic Conditional …
[HTML][HTML] The effect of private pension scheme on savings: A case study for Turkey
HM Ertuğrul, PF Gebeşoğlu - Borsa Istanbul Review, 2020 - Elsevier
The private pension system that was initiated in 2003 in Turkey included increasing
employment by generating long term resources to the economy and contributing to …
employment by generating long term resources to the economy and contributing to …
Derivative markets in emerging economies: A survey
We review the literature on derivatives in emerging markets. This young but booming
literature appears to be concentrated on a few countries, but is quite rich in terms of subject …
literature appears to be concentrated on a few countries, but is quite rich in terms of subject …
Do monetary policy measures affect foreign exchange rates during the COVID-19 pandemic? Evidence from Turkey
The study examines how foreign exchange (FX) rates in Turkey are affected by the
pandemic considering the impacts of monetary policy responses to the pandemic. Selected …
pandemic considering the impacts of monetary policy responses to the pandemic. Selected …
Credit default swaps and sovereign debt markets
This study investigates the link between the price discovery dynamics in sovereign credit
default swaps (CDS) and bond markets and the degree of financial integration of emerging …
default swaps (CDS) and bond markets and the degree of financial integration of emerging …
Determinants of sovereign credit risk: The case of Russia
M Stolbov - Post-Communist Economies, 2017 - Taylor & Francis
The article analyses external and domestic determinants of Russian sovereign credit risk
from January 2001 to May 2015. The analysis is conducted in a time series framework …
from January 2001 to May 2015. The analysis is conducted in a time series framework …