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Estimating global sovereign credit risk connectedness

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dc.contributor.advisorYılmaz, Kamil
dc.contributor.kuauthorBostancı, Görkem
dc.contributor.programEconomics
dc.contributor.schoolcollegeinstituteGRADUATE SCHOOL OF SOCIAL SCIENCES AND HUMANITIES
dc.coverage.spatialİstanbul
dc.date.accessioned2024-11-09T21:55:06Z
dc.date.issued2015
dc.format.extent70 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.language.isoeng
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.titleEstimating global sovereign credit risk connectedness
dc.typeThesis
dspace.entity.typePublication
local.contributor.kuauthorBostancı, Görkem
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