Matches in SemOpenAlex for { <https://semopenalex.org/work/W2955693940> ?p ?o ?g. }
- W2955693940 endingPage "152" @default.
- W2955693940 startingPage "144" @default.
- W2955693940 abstract "Abstract This study aims to shed light on the co-movement of sovereign credit risk and economic risk in Turkey using the Toda–Yamamoto causality, Gradual Shift causality, and Wavelet Coherence tests. The study answers the following questions, which, to the best of our knowledge, have not been investigated in the literature: (i) Is there any causal linkage between sovereign credit risk and economic risk?; and (ii) If yes, why? Our findings reveal that (i) economic risk caused sovereign credit risk in 1997 and 2002; and (ii) between 2001 and 2012, sovereign credit risk caused economic risk at different scales. The Toda–Yamamoto causality and Gradual Shift causality tests confirm that, in Turkey, changes in sovereign credit risk significantly lead to changes in economic risk, indicating the importance of sovereign credit risk for predicting economic risk." @default.
- W2955693940 created "2019-07-12" @default.
- W2955693940 creator A5032182352 @default.
- W2955693940 creator A5059498663 @default.
- W2955693940 date "2020-06-01" @default.
- W2955693940 modified "2023-09-30" @default.
- W2955693940 title "Sovereign credit risk and economic risk in Turkey: Empirical evidence from a wavelet coherence approach" @default.
- W2955693940 cites W1541695400 @default.
- W2955693940 cites W1579321862 @default.
- W2955693940 cites W1756145479 @default.
- W2955693940 cites W1779224293 @default.
- W2955693940 cites W1874914972 @default.
- W2955693940 cites W1944081338 @default.
- W2955693940 cites W1983506753 @default.
- W2955693940 cites W1989491465 @default.
- W2955693940 cites W1993528420 @default.
- W2955693940 cites W2011109146 @default.
- W2955693940 cites W2023236143 @default.
- W2955693940 cites W2034139177 @default.
- W2955693940 cites W2034966198 @default.
- W2955693940 cites W2040503582 @default.
- W2955693940 cites W2041139478 @default.
- W2955693940 cites W2051160448 @default.
- W2955693940 cites W2055163224 @default.
- W2955693940 cites W2065105632 @default.
- W2955693940 cites W2068731719 @default.
- W2955693940 cites W2078213728 @default.
- W2955693940 cites W2080344841 @default.
- W2955693940 cites W2089496295 @default.
- W2955693940 cites W2098591883 @default.
- W2955693940 cites W2109461360 @default.
- W2955693940 cites W2112229634 @default.
- W2955693940 cites W2124555329 @default.
- W2955693940 cites W2138148685 @default.
- W2955693940 cites W2139389379 @default.
- W2955693940 cites W2169107902 @default.
- W2955693940 cites W2178225550 @default.
- W2955693940 cites W2195813674 @default.
- W2955693940 cites W2519435021 @default.
- W2955693940 cites W2535621489 @default.
- W2955693940 cites W2569142933 @default.
- W2955693940 cites W2604829436 @default.
- W2955693940 cites W2729843285 @default.
- W2955693940 cites W2751403633 @default.
- W2955693940 cites W2765461151 @default.
- W2955693940 cites W2791086043 @default.
- W2955693940 cites W2793966057 @default.
- W2955693940 cites W3021045036 @default.
- W2955693940 cites W3121159177 @default.
- W2955693940 cites W3121327106 @default.
- W2955693940 cites W3121484394 @default.
- W2955693940 cites W3121632078 @default.
- W2955693940 cites W3122844081 @default.
- W2955693940 cites W3123050911 @default.
- W2955693940 cites W3123503769 @default.
- W2955693940 cites W3123561954 @default.
- W2955693940 cites W3124035000 @default.
- W2955693940 cites W3124124033 @default.
- W2955693940 cites W3124507042 @default.
- W2955693940 cites W3124710071 @default.
- W2955693940 cites W3125310779 @default.
- W2955693940 cites W3125838767 @default.
- W2955693940 doi "https://doi.org/10.1016/j.bir.2019.06.003" @default.
- W2955693940 hasPublicationYear "2020" @default.
- W2955693940 type Work @default.
- W2955693940 sameAs 2955693940 @default.
- W2955693940 citedByCount "38" @default.
- W2955693940 countsByYear W29556939402019 @default.
- W2955693940 countsByYear W29556939402020 @default.
- W2955693940 countsByYear W29556939402021 @default.
- W2955693940 countsByYear W29556939402022 @default.
- W2955693940 countsByYear W29556939402023 @default.
- W2955693940 crossrefType "journal-article" @default.
- W2955693940 hasAuthorship W2955693940A5032182352 @default.
- W2955693940 hasAuthorship W2955693940A5059498663 @default.
- W2955693940 hasBestOaLocation W29556939401 @default.
- W2955693940 hasConcept C105795698 @default.
- W2955693940 hasConcept C106159729 @default.
- W2955693940 hasConcept C149782125 @default.
- W2955693940 hasConcept C154945302 @default.
- W2955693940 hasConcept C162118730 @default.
- W2955693940 hasConcept C162324750 @default.
- W2955693940 hasConcept C178350159 @default.
- W2955693940 hasConcept C2781181686 @default.
- W2955693940 hasConcept C33923547 @default.
- W2955693940 hasConcept C41008148 @default.
- W2955693940 hasConcept C47432892 @default.
- W2955693940 hasConcept C556758197 @default.
- W2955693940 hasConcept C73283319 @default.
- W2955693940 hasConceptScore W2955693940C105795698 @default.
- W2955693940 hasConceptScore W2955693940C106159729 @default.
- W2955693940 hasConceptScore W2955693940C149782125 @default.
- W2955693940 hasConceptScore W2955693940C154945302 @default.
- W2955693940 hasConceptScore W2955693940C162118730 @default.
- W2955693940 hasConceptScore W2955693940C162324750 @default.
- W2955693940 hasConceptScore W2955693940C178350159 @default.
- W2955693940 hasConceptScore W2955693940C2781181686 @default.
- W2955693940 hasConceptScore W2955693940C33923547 @default.