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Estimating global sovereign credit risk connectedness

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dc.contributor.advisorYılmaz, Kamil
dc.contributor.advisorid0000-0003-2455-2099
dc.contributor.authorBostancı, Görkem
dc.contributor.instituteKoç University Graduate School of Social Sciences and Humanities
dc.contributor.programEconomics
dc.contributor.yokid6111
dc.date.accessioned2024-11-09T21:55:06Z
dc.date.issued2015
dc.description70 l. : ill. 30 cm.
dc.identifier.urihttps://hdl.handle.net/20.500.14288/4386
dc.keywordsSovereign credit default swaps
dc.keywordsSovereign default risk
dc.keywordsSystemic risk
dc.keywordsConnectedness
dc.keywordsVector autoregression
dc.keywordsNonparametric estimation
dc.keywordsLasso
dc.keywordsAdaptive elastic net
dc.languageEnglish
dc.publisherKoç University
dc.relation.collectionKU Theses and Dissertations
dc.rightsrestrictedAccess
dc.rights.copyrightsnote© All Rights Reserved. Accessible to Koç University Affiliated Users Only!
dc.subjectDebts, Public
dc.subjectFinancial crises
dc.subjectEconomic policy
dc.subjectCredit, Mathematical models
dc.subjectRisk management
dc.subjectMonetary policy
dc.thesis.degreeMaster's Degree
dc.thesis.grantorİstanbul
dc.titleEstimating global sovereign credit risk connectedness
dc.typeThesis
dspace.entity.typePublication
relation.isAdvisorOfThesisd897e741-6b5e-40f5-82bf-eed4b2ebbd88
relation.isAdvisorOfThesis.latestForDiscoveryd897e741-6b5e-40f5-82bf-eed4b2ebbd88

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