Kredi Temerrüt Takası Primleri İle Çeşitli Ekonomik Göstergeler Arasındaki İlişkiler

Abstract

Determining the economic variables that affect credit default swap spreads which are known as indicator of country risk and modelling these spreadss have great importance in terms of financial world. In this study, after giving information about the general structure of credit default swaps, the literature on sovereign credit default swaps is examined. According to studies in the literature, domestic and international economic variables that can affect Turkey s credit default swap spreads aredetermined. By means of these variables, models have been developed with various artificial neural networks architectures for modeling Turkey's credit default swapspreads.