Since 2014
Relationship Between Credit Default Swaps, Direct Foreign Investments and Portfolio Investments: Time Series Analysis for Turkey
International Journal of Social Science and Economics Invention
View Archive Info| Field | Value | |
| Title |
Relationship Between Credit Default Swaps, Direct Foreign Investments and Portfolio Investments: Time Series Analysis for Turkey
|
|
| Creator |
Kahiloğulları, Ahmet
|
|
| Subject |
: Credit Default Swap, Foreign Direct Investments, Portfolio Investments, Time Series Analysis, ARDL Method
|
|
| Description |
Foreign investors who come to the country receive credit default swaps which are an insurance against the possibility of failing to fulfill the obligations of the host country. The purpose of using this financial instrument is to provide protection against possible default situations. The higher the value of the credit default swap premium, it means that the risk of default is relatively high whereas the lower risk means that the default risk is relatively low. The purpose of this study is to analyze with ARDL (Autoregressive Distributed Lag Model) Method Turkey's credit default swap premium for January 2005-September 2017 period and the long run and short run relationship between foreign direct investment and portfolio investments in Turkey. According to the results of the study, there is no long run and short run relationship between credit default swaps and foreign direct investments in Turkey; The presence of a long run and short run relationship with portfolio investments has been identified. Key words: Credit Default Swap, Foreign Direct Investments, Portfolio Investments, Time Series Analysis, ARDL Method |
|
| Publisher |
ASSOCIATION OF SCIENTISTS AND INTELLECTUALS OF KOSOVO
|
|
| Date |
2018-11-19
|
|
| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Perr-reviewed Article |
|
| Format |
application/pdf
|
|
| Identifier |
https://www.prizrenjournal.com/index.php/PSSJ/article/view/58
10.32936/pssj.v2i3.58 |
|
| Source |
PRIZREN SOCIAL SCIENCE JOURNAL; Vol. 2 No. 3 (2018): September - December, 2018; 50-62
2616-387X 2616-387X 10.32936/pssj.v2i3 |
|
| Language |
eng
|
|
| Relation |
https://www.prizrenjournal.com/index.php/PSSJ/article/view/58/39
|
|
| Rights |
Copyright (c) 2018 Ahmet Kahiloğulları
|
|