Makale detayı · 2024
Assessing the Influence of Earthquakes on Sovereign Credit Risk: Event Study on CDS Market Dynamics
Yönetim ve Ekonomi Araştırmaları Dergisi
YÖKSİS
OpenAlex
Açık erişim · diamond
TR Index
Atıf 1
Yüzdelik 64.1%
FWCI 0.42
- Yıl
- 2024
- ISSN
2148-029X- Tür
- article
Veri kaynağı ayrımı
- YÖKSİS YÖKSİS makale kaydı
- OpenAlex OpenAlex zenginleştirmesi (özet, atıf, konular)
Özet
İngilizce (OpenAlex)
This study analyzes the effects of earthquakes on sovereign credit default risk. The study examines whether 20 major earthquakes that occurred in Türkiye, Mexico, Chile, South Africa, and Greece after 2010 have made a difference on CDS markets using the event analysis method. The results indicate that the earthquakes increased uncertainty in the CDS markets of all countries. These results prove that uncertainty about the ability of countries to repay their public debt has significantly changed compared to the pre-earthquake period.
Konular
- Banking stability, regulation, efficiency
- Insurance and Financial Risk Management
- Credit Risk and Financial Regulations
Birincil konu Banking stability, regulation, efficiency