Housing price dynamics and bubble risk: the case of Turkey

Y Coskun, U Seven, HM Ertugrul, A Alp - Housing Studies, 2020 - Taylor & Francis
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 …

[HTML][HTML] Capital market and economic growth nexus: Evidence from Turkey

Y Coşkun, Ü Seven, HM Ertuğrul, T Ulussever - Central Bank Review, 2017 - Elsevier
This study explores the relations between the development level of capital market sub-
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 …

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 …

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 …

[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 …

Derivative markets in emerging economies: A survey

Y Atilgan, KO Demirtas, KD Simsek - International review of Economics & …, 2016 - Elsevier
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 …

Do monetary policy measures affect foreign exchange rates during the COVID-19 pandemic? Evidence from Turkey

MT Kartal, Ö Depren, SK Depren - BDDK Bankacılık ve Finansal …, 2021 - dergipark.org.tr
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 …

Credit default swaps and sovereign debt markets

MK Hassan, GM Ngene, JS Yu - Economic Systems, 2015 - Elsevier
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 …

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 …