An analysis through credit default swap, asset swap and zero-volatility spreads: Coup attempt and Bist 100 volatility
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DOI: 10.1016/j.bir.2018.11.001
Abstract: Abstract In this study, we explore the volatility structure of BIST 100 index returns through Markov Regime Switching VAR model in the domain of credit risk indicators of Turkey. Also, July 2016 coup attempt has… read more here.
Keywords: coup attempt; bist 100; volatility; credit ... See more keywords