KARAGÖL, V. 2023. How Vulnerable is the Turkish Stock Market to the Credit Default Swap? Evidence from the Markov Switching GARCH Model. ISTANBUL JOURNAL OF ECONOMICS , vol.73, no.1 , 513-531.

KARAGÖL, V., (2023). How Vulnerable is the Turkish Stock Market to the Credit Default Swap? Evidence from the Markov Switching GARCH Model. ISTANBUL JOURNAL OF ECONOMICS , vol.73, no.1, 513-531.

KARAGÖL, Veysel. "How Vulnerable is the Turkish Stock Market to the Credit Default Swap? Evidence from the Markov Switching GARCH Model," ISTANBUL JOURNAL OF ECONOMICS , vol.73, no.1, 513-531, 2023

KARAGÖL, Veysel. "How Vulnerable is the Turkish Stock Market to the Credit Default Swap? Evidence from the Markov Switching GARCH Model." ISTANBUL JOURNAL OF ECONOMICS , vol.73, no.1, pp.513-531, 2023

KARAGÖL, V. (2023) . "How Vulnerable is the Turkish Stock Market to the Credit Default Swap? Evidence from the Markov Switching GARCH Model." ISTANBUL JOURNAL OF ECONOMICS , vol.73, no.1, pp.513-531.

@article{article, author={Veysel Karagöl}, title={How Vulnerable is the Turkish Stock Market to the Credit Default Swap? Evidence from the Markov Switching GARCH Model}, journal={ISTANBUL JOURNAL OF ECONOMICS}, year=2023, pages={513-531} }