Showing 51 - 60 of 433
Persistent link: https://www.econbiz.de/10013335879
Persistent link: https://www.econbiz.de/10012273156
Persistent link: https://www.econbiz.de/10012082673
Persistent link: https://www.econbiz.de/10012637069
Persistent link: https://www.econbiz.de/10009736555
We study the jump behaviour in the sovereign risks of major oil-exporting countries and examine whether it is affected by jumps in the price and volatility of crude oil. Data used are daily from 14 February 2011, to 31 July 2019. We detect the presence of jumps in many oil exporters and find...
Persistent link: https://www.econbiz.de/10012127756
Persistent link: https://www.econbiz.de/10010514609
Persistent link: https://www.econbiz.de/10011309835
Persistent link: https://www.econbiz.de/10009745465
Persistent link: https://www.econbiz.de/10009789978