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In this paper, we exploit multifractal detrended cross-correlation analysis (MF-DCCA) to investigate the impact of the COVID-19 pandemic on the cross-correlations between oil and the US equity market (as represented by the S&P 500 index). First, we examine the detrended moving average...
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Considering the notable fluctuations in oil prices over the past two decades, this paper examines the effect of oil price uncertainty on the sovereign credit risk of four Gulf Cooperation Council (GCC) countries (United Arab Emirates, Qatar, Bahrain, and Saudi Arabia). By utilizing the...
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