A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries
Ivelina Pavlova, Maria E. de Boyrie, Ali M. Parhizgari
| Year of publication: |
2018
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| Authors: | Pavlova, Ivelina ; DeBoyrie, Maria Eugenia ; Parhizgari, Ali M. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 68.2018, p. 10-22
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| Subject: | Dynamic spillover | Global and country specific factors | Oil shocks | Oil-exporting countries | Sovereign CDS | Volatility | Spillover-Effekt | Spillover effect | Ölpreis | Oil price | Welt | World | Länderrisiko | Country risk | Volatilität | Kreditderivat | Credit derivative | Schock | Shock | OPEC-Staaten | OPEC countries | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2018.03.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012034496