A measure of Turkey's sovereign and banking sector credit risk: Asset swap spreads
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Other versions of this item:
- Abdullah Kazdal & Halil Ibrahim Korkmaz & Doruk Kucuksarac & Yigit Onay, 2020. "A Measure of Turkey's Sovereign and Banking Sector Credit Risk: Asset Swap Spreads," Working Papers 2007, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
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Cited by:
- Florent Kanga GBONGUE & Lambert N’Galadjo BAMBA, 2023. "Le modèle hybride de la structure par terme des primes souveraines de crédit et de liquidité dans la zone UEMOA," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 57, pages 101-145.
- Mehmet Selman Colak & Sumeyra Korkmaz & Huseyin Ozturk & Muhammed Hasan Yilmaz, 2024. "It Is Not Your Risk but It Is Your Problem: A Spatial Analysis of Emerging Market Credit Default Swap Premia," CBT Research Notes in Economics 2406, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
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Keywords
Credit risk; Asset swap spread; Yield curve;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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