The behavior of Sovereign Credit Default Swaps (CDS) spread: evidence from Turkey with the effect of Covid-19 pandemic

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, and macroeconomic stability of countries and CDS spreads of most of the emerging countries have increased with the emer...

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Bibliographic Details

Published in:	Quantitative Finance and Economics
Main Author:	Mustafa Tevfik Kartal
Format:	Article
Language:	English
Published:	AIMS Press 2020-08-01
Subjects:	covid-19 mars sovereign cds spreads variables turkey
Online Access:	https://www.aimspress.com/article/10.3934/QFE.2020022/fulltext.html