Dependence structure between oil price volatility and sovereign credit risk of oil exporters : evidence using a copula approach
Year of publication: |
2021
|
---|---|
Authors: | Ehouman, Yao Axel |
Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 1240-8093, ZDB-ID 1232628-8. - Vol. 168.2021, p. 76-97
|
Subject: | Copula | Dependence | Oil price | Sovereign credit risk | Uncertainty | Ölpreis | Multivariate Verteilung | Multivariate distribution | Welt | World | Kreditrisiko | Credit risk | Volatilität | Volatility | Länderrisiko | Country risk | Kreditderivat | Credit derivative | Ölmarkt | Oil market |
-
Ehouman, Yao Axel, (2020)
-
Sabkha, Saker, (2019)
-
Oil and sovereign credit risk : asymmetric nonlinear dynamic interactions
Ngene, Geoffrey, (2021)
- More ...
-
Ehouman, Yao Axel, (2019)
-
Ehouman, Yao Axel, (2020)
-
Ehouman, Yao Axel, (2020)
- More ...