DO PRIVATE SECTOR SHORT-TERM EXTERNAL DEBT HAVE IMPACT ON CREDIT DEFAULT SWAP PREMIUMS IN TURKEY? AN ANALYSIS WITH ASYMMETRIC THRESHOLD COINTEGRATION APPROACH

A country’s capacity to pay short-term external debt, which reflects the fiscal strenght of an economy against adverse shocks, is significantly taken into consideration by international investors in their decision making process. It has been seen that Turkey has experienced a gradually increasing pr...

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Main Authors: Esra N. Kılcı, Burcu Kıran
Format: Article
Language:English
Published: Sakarya University 2020-04-01
Series:Akademik İncelemeler Dergisi
Subjects:
Online Access:https://dergipark.org.tr/tr/download/article-file/1092529
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author Esra N. Kılcı
Burcu Kıran
author_facet Esra N. Kılcı
Burcu Kıran
author_sort Esra N. Kılcı
collection DOAJ
description A country’s capacity to pay short-term external debt, which reflects the fiscal strenght of an economy against adverse shocks, is significantly taken into consideration by international investors in their decision making process. It has been seen that Turkey has experienced a gradually increasing private sector short-term external debt especially in the last twenty-year period. The objective of this study is to investigate the long-run relationship between private sector short-term external debt and CDS (credit default swap) premiums in Turkey for the period of 2000:Q4-2017:Q4 by using asymmetric threshold autoregressive (TAR) and momentum threshold autoregressive (M-TAR) procedures of Enders and Siklos (2001). The results indicate that CDS premiums and private sector short-term external debt in Turkey are cointegrated. After finding cointegration, the null hypothesis of symmetric adjustment is tested against the alternative of asymmetric adjustment and the evidence of symmetric adjustment is found, suggesting that the relationship between the private sector short-term external debt and CDS premiums has the same effect in expansion and contraction periods.
format Article
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institution Kabale University
issn 1306-7885
language English
publishDate 2020-04-01
publisher Sakarya University
record_format Article
series Akademik İncelemeler Dergisi
spelling doaj-art-9ddf4db58b35423cad2f659ff33b3b2d2024-12-19T13:27:06ZengSakarya UniversityAkademik İncelemeler Dergisi1306-78852020-04-0115111313210.17550/akademikincelemeler.63207828DO PRIVATE SECTOR SHORT-TERM EXTERNAL DEBT HAVE IMPACT ON CREDIT DEFAULT SWAP PREMIUMS IN TURKEY? AN ANALYSIS WITH ASYMMETRIC THRESHOLD COINTEGRATION APPROACHEsra N. KılcıBurcu KıranA country’s capacity to pay short-term external debt, which reflects the fiscal strenght of an economy against adverse shocks, is significantly taken into consideration by international investors in their decision making process. It has been seen that Turkey has experienced a gradually increasing private sector short-term external debt especially in the last twenty-year period. The objective of this study is to investigate the long-run relationship between private sector short-term external debt and CDS (credit default swap) premiums in Turkey for the period of 2000:Q4-2017:Q4 by using asymmetric threshold autoregressive (TAR) and momentum threshold autoregressive (M-TAR) procedures of Enders and Siklos (2001). The results indicate that CDS premiums and private sector short-term external debt in Turkey are cointegrated. After finding cointegration, the null hypothesis of symmetric adjustment is tested against the alternative of asymmetric adjustment and the evidence of symmetric adjustment is found, suggesting that the relationship between the private sector short-term external debt and CDS premiums has the same effect in expansion and contraction periods.https://dergipark.org.tr/tr/download/article-file/1092529kısa vadeli dış borçcds primlerishort-term external debtcds premiumsasymmetric threshold cointegration
spellingShingle Esra N. Kılcı
Burcu Kıran
DO PRIVATE SECTOR SHORT-TERM EXTERNAL DEBT HAVE IMPACT ON CREDIT DEFAULT SWAP PREMIUMS IN TURKEY? AN ANALYSIS WITH ASYMMETRIC THRESHOLD COINTEGRATION APPROACH
Akademik İncelemeler Dergisi
kısa vadeli dış borç
cds primleri
short-term external debt
cds premiums
asymmetric threshold cointegration
title DO PRIVATE SECTOR SHORT-TERM EXTERNAL DEBT HAVE IMPACT ON CREDIT DEFAULT SWAP PREMIUMS IN TURKEY? AN ANALYSIS WITH ASYMMETRIC THRESHOLD COINTEGRATION APPROACH
title_full DO PRIVATE SECTOR SHORT-TERM EXTERNAL DEBT HAVE IMPACT ON CREDIT DEFAULT SWAP PREMIUMS IN TURKEY? AN ANALYSIS WITH ASYMMETRIC THRESHOLD COINTEGRATION APPROACH
title_fullStr DO PRIVATE SECTOR SHORT-TERM EXTERNAL DEBT HAVE IMPACT ON CREDIT DEFAULT SWAP PREMIUMS IN TURKEY? AN ANALYSIS WITH ASYMMETRIC THRESHOLD COINTEGRATION APPROACH
title_full_unstemmed DO PRIVATE SECTOR SHORT-TERM EXTERNAL DEBT HAVE IMPACT ON CREDIT DEFAULT SWAP PREMIUMS IN TURKEY? AN ANALYSIS WITH ASYMMETRIC THRESHOLD COINTEGRATION APPROACH
title_short DO PRIVATE SECTOR SHORT-TERM EXTERNAL DEBT HAVE IMPACT ON CREDIT DEFAULT SWAP PREMIUMS IN TURKEY? AN ANALYSIS WITH ASYMMETRIC THRESHOLD COINTEGRATION APPROACH
title_sort do private sector short term external debt have impact on credit default swap premiums in turkey an analysis with asymmetric threshold cointegration approach
topic kısa vadeli dış borç
cds primleri
short-term external debt
cds premiums
asymmetric threshold cointegration
url https://dergipark.org.tr/tr/download/article-file/1092529
work_keys_str_mv AT esrankılcı doprivatesectorshorttermexternaldebthaveimpactoncreditdefaultswappremiumsinturkeyananalysiswithasymmetricthresholdcointegrationapproach
AT burcukıran doprivatesectorshorttermexternaldebthaveimpactoncreditdefaultswappremiumsinturkeyananalysiswithasymmetricthresholdcointegrationapproach