Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model
Shawkat Hammoudeh, Walid Mensi, Jin Seo Cho
| Year of publication: |
2022
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| Authors: | Hammoudeh, Shawkat ; Mensi, Walid ; Cho, Jin Seo |
| 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. 170.2022, p. 66-78
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| Subject: | CDS Bid-ask spreads | Exchange rate pressure | Oil prices | Quantile ARDL Model | Reserve assets | Wechselkurs | Exchange rate | Geld-Brief-Spanne | Bid-ask spread | Ölpreis | Oil price | Volatilität | Volatility | Kreditderivat | Credit derivative | Spillover-Effekt | Spillover effect | Welt | World |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: Volume 176, December 2023, Seite 1-4 |
| Other identifiers: | 10.1016/j.inteco.2022.01.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013368869