Rashid, Abdul; Ahmad, Farooq; Yasmin, Ammara - In: The Journal of Risk Finance 18 (2017) 4, pp. 368-380
(exchange rates, interest rates, exports, imports, foreign reserves and the rate of inflation) and sovereign credit default swap … significantly and negatively, whereas imports and the rate of inflation are positively related to SCDS spreads. Yet, the results … the short-run relationship indicate that the exchange rate, imports and the rate of inflation are positively, whereas the …