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

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

cited authors

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

fiu authors

Parhizgari, Ali

publication date

May 2018

webpage

Web of Science™

published in

QUARTERLY REVIEW OF ECONOMICS AND FINANCE Journal

author keyword

Dynamic spillover Author Keyword
Global and country specific factors Author Keyword
Oil shocks Author Keyword
Oil-exporting countries Author Keyword
Sovereign CDS Author Keyword
Volatility Author Keyword

category

BUSINESS, FINANCE Web of Science Category
ECONOMICS Web of Science Category

Digital Object Identifier (DOI)

https://doi.org/10.1016/j.qref.2018.03.003

volume

68

research area

Business & Economics Web of Science Research Area