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TÜRKİYE KREDİ RİSK PRİMİNDEKİ (CDS) YAPISAL KIRILMALARIN EKONOMETRİK ANALİZİ
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(2005)Determinants of market-assess…The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)The relationship between cred…Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements (2004)Informational efficiency of c…Understanding the determinants of sovereign debt ratings: Evidence for the two leading agencies (2003)Understanding the determinant…Emerging market bond spreads and sovereign credit ratings: reconciling market views with economic fundamentals (2002)Emerging market bond spreads …The Economic Content of Indicators of Developing Country Creditworthiness (1996)The Economic Content of Indic…The Determinants of Country Risk Ratings (1991)The Determinants of Country R…Politics and Perceived Country Creditworthiness in International Banking (1990)Politics and Perceived Countr…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…On crises, contagion, and confusion (2000)The Determinants of Credit Spread Changes (2001)How Sovereign Is Sovereign Credit Risk? 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References

  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2004The relationship between credit default swap spreads, bond yields, and credit rating announcements1,082 cited
  • 2004Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements655 cited
  • 2003Understanding the determinants of sovereign debt ratings: Evidence for the two leading agencies343 cited
  • 2008Market Conditions, Default Risk and Credit Spreads342 cited
  • 2010The reaction of emerging market credit default swap spreads to sovereign credit rating changes298 cited
  • 2005Unit‐root testing against the alternative hypothesis of up to m structural breaks267 cited
  • 1991The Determinants of Country Risk Ratings254 cited
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  • 2005Determinants of market-assessed sovereign risk: Economic fundamentals or market risk appetite?175 cited
  • 2006Which factors determine sovereign credit ratings?155 cited
  • 2002Emerging market bond spreads and sovereign credit ratings: reconciling market views with economic fundamentals148 cited
  • 1990Politics and Perceived Country Creditworthiness in International Banking145 cited
  • 2015What “Hides” Behind Sovereign Debt Ratings?

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138 cited
  • 2013The impact of credit rating announcements on credit default swap spreads130 cited
  • 2011Good news, bad news and rating announcements: An empirical investigation129 cited
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