Borsa Endeksi, Döviz Kuru, Faiz Oranlar? ve CDS Primleri Aras?ndaki Oynakl?k Yay?l?mlar?: Türkiye Örne?i

In recent years, the volatility of financial assets has significantly increased. High causes instability in markets and increases portfolio risks. Under these conditions, modeling volatility, determining relationships, spillovers are important for market actors. this study, period January 2, 2010 - April 10, 2020, it was investigated spillover correlation relationship between Borsa Istanbul (BIST) 100 Index, exchange rates ($/ ), interest rates, credit default swap (CDS) premiums. It also examined effects economic, political, social factors on relationship. seen that bidirectional BIST index CDS premiums – other hand, unidirectional from to rates. A positive determined while negative index. affect relationships variables.