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Ayşegül Kırkpınar

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Open access Sep 2026

A DYNAMIC CONNECTEDNESS ANALYSIS OF TURKIYE’S CDS PREMIUM, BIST BANKING, AND BIST INDUSTRIAL INDICES

This paper explores the time-varying connectedness among credit default swap (CDS) premiums, the banking sector, and the industrial sector in Türkiye within a time-varying parameter vector autoregression (TVP-VAR) framework. Given that interactions between financial markets and the real sector evolve over time, a dynam...

Ayşegül Kırkpınar · 0 citations

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