collaborators

1 paper

q-fin.ST2025

Does it take two to tango: Interaction between Credit Default Swaps and National Stock Indices

Yhlas Sovbetov, Hami Saka

This paper investigates both short and long-run interaction between BIST-100 index and CDS prices over January 2008 to May 2015 using ARDL technique. The paper documents several fi…