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Oil and sovereign credit risk : asymmetric nonlinear dynamic interactions
Ngene, Geoffrey; Wang, Jinghua; Hassan, M. Kabir; … - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 7, pp. 2006-2022
Persistent link: https://www.econbiz.de/10012549863
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Dependence structure between oil price volatility and sovereign credit risk of oil exporters : evidence using a copula approach
Ehouman, Yao Axel - In: International economics : a journal published by CEPII … 168 (2021), pp. 76-97
Persistent link: https://www.econbiz.de/10013193362
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Economic policy uncertainty and the volatility of sovereign CDS spreads
Raunig, Burkhard - 2018
Persistent link: https://www.econbiz.de/10011820277
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Dependence structure between oil price volatility and sovereign credit risk of oil exporters : evidence using a Copula approach
Ehouman, Yao Axel - 2020
Persistent link: https://www.econbiz.de/10012437097
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Geopolitical tensions and sovereign credit risks
Demiralay, Sercan; Kaawach, Said; Kilincarslan, Erhan; … - In: Economics letters 236 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10015072077
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Bank default indicators with volatility clustering
Kenç, Turalay; Cevik, Emrah Ismail; Dibooglu, Sel - In: Annals of finance 17 (2021) 1, pp. 127-151
Persistent link: https://www.econbiz.de/10012489940
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Sovereign rating actions and the implied volatility of stock index options
Tran, Vu; Alsakka, Rasha; Ap Gwilym, Owain - In: International review of financial analysis 34 (2014), pp. 101-113
Persistent link: https://www.econbiz.de/10010528470
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The Implied Volatility of Greek Options and the Political Risk in Eurozone
Karaflos, Dimosthenis - 2015
The implied volatility of any stock market can be used in order to measure the future expectations of risk and returns. The purpose of this paper is to measure the levels of risk in the Greek stock market for the brief time interval of 02/02/2015-03/31/2015. The reason of choosing this time...
Persistent link: https://www.econbiz.de/10013024994
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Predictive power of implied volatility of structured call warrants : evidence from Singapore
Najmi Ismail Murad Samsudin; Azhar Mohamad; Imtiaz … - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4412-4430
Persistent link: https://www.econbiz.de/10013461338
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Essays in financial economics and credit risk
Hilscher, Jens - 2005
Persistent link: https://www.econbiz.de/10003384505