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dc.contributor.advisorBöke, Selin Sayeken_US
dc.contributor.authorPolat, Tandoğanen_US
dc.date.accessioned2016-01-08T18:24:59Z
dc.date.available2016-01-08T18:24:59Z
dc.date.issued2012
dc.identifier.urihttp://hdl.handle.net/11693/15813
dc.descriptionAnkara : The Department of Economics, İhsan Doğramacı Bilkent University, 2012.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 2012.en_US
dc.descriptionIncludes bibliographical refences.en_US
dc.description.abstractThe global financial crisis has caused remarkable deterioration in risk appetite and loss of confidence in financial markets. The countries, which succeeded a recovery in their macroeconomic structure, have been relatively less prone to the adverse effects of the crisis. The studies conducted on the impact of global crisis on economic indicators affecting the risk premiums of developing economies have been very limited. The focus of this thesis was on the revealing the change in market risk perceptions towards developing economies within the framework of a rolling base panel data analysis. The five-year Credit Default Swap (CDS) premium has been used as an indicator of country risk premium. According to the results of the panel analysis, in the pre-crisis period risk premiums are more heavily affected from the global developments as compared to domestic indicators, whereas investors have been giving more emphasis on domestic indicators in their risk perceptions with the burst of financial crisis.en_US
dc.description.statementofresponsibilityPolat, Tandoğanen_US
dc.format.extentvii, 51 leavesen_US
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectCredit Default Swap Premiumsen_US
dc.subjectEmerging Countriesen_US
dc.subjectGlobal Financial Crisisen_US
dc.subjectPanel Data Analysisen_US
dc.subjectRolling Base Analysisen_US
dc.subject.lccHB3722 .P64 2012en_US
dc.subject.lcshFinancial crises.en_US
dc.subject.lcshCredit.en_US
dc.subject.lcshCapital market--Government policy.en_US
dc.subject.lcshFinance--Government policy.en_US
dc.subject.lcshRisk management.en_US
dc.titleGlobal financial crisis and risk perceptionen_US
dc.typeThesisen_US
dc.departmentDepartment of Economicsen_US
dc.publisherBilkent Universityen_US
dc.description.degreeM.S.en_US


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