DETERMINANTS OF CREDIT RISK IN SELECTED COUNTRIES AND TURKEY DURING COVID-19
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Tarih
2023
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Mehmet Akif Ersoy Univ
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
The effect of financial liberalization implementation and technological development, especially after 1980's in financial globalization process,trust has begun to get more important both governments and private firms. In this process, rapid developed and integration in financial markets and variety of financial instruments, countries credit risks are increased. Due to this credit risk measurument is getting more important. In this study we aim to examine10 countries which credit risks are diffrent each other, the effects of macroeconomic and fiscal determinants on credit ratings and credit default swaps by using ordered probit model between 2007-2021.
Açıklama
Anahtar Kelimeler
Credit Rating Agencies; Credit Default Swaps; Ordered Probit Model
Kaynak
Journal of Mehmet Akif Ersoy University Economics and Administrative Sciences Faculty
WoS Q Değeri
Q4
Scopus Q Değeri
Cilt
10
Sayı
1
