A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries Article

Pavlova, Ivelina, de Boyrie, Maria E, Parhizgari, Ali M. (2018). A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries . QUARTERLY REVIEW OF ECONOMICS AND FINANCE, 68 10-22. 10.1016/j.qref.2018.03.003

cited authors

  • Pavlova, Ivelina; de Boyrie, Maria E; Parhizgari, Ali M

sustainable development goals

authors

publication date

  • May 1, 2018

published in

keywords

  • Business & Economics
  • CDS SPREADS
  • DEPENDENCE
  • Dynamic spillover
  • Economics
  • Global and country specific factors
  • IMPACT
  • IMPULSE-RESPONSE ANALYSIS
  • MONETARY-POLICY
  • MOVEMENTS
  • Oil shocks
  • Oil-exporting countries
  • PRICE SHOCKS
  • RETURN
  • STOCK-MARKET
  • Social Sciences
  • Sovereign CDS
  • VOLATILITY SPILLOVERS
  • Volatility

Digital Object Identifier (DOI)

publisher

  • ELSEVIER SCIENCE INC

start page

  • 10

end page

  • 22

volume

  • 68