Examining the nexus between oil shocks and sovereign credit risk : multidimensional insights from major oil exporters
| Year of publication: |
2024
|
|---|---|
| Authors: | Naifar, Nader |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 74.2024, Art.-No. 102205, p. 1-24
|
| Subject: | Oil market shocks | Sovereign credit risk | Frequency connectedness | Quantile connectedness | Sovereign credit default swap | Kreditderivat | Credit derivative | Ölpreis | Oil price | Welt | World | Kreditrisiko | Credit risk | Schock | Shock | Ölmarkt | Oil market | Länderrisiko | Country risk | Volatilität | Volatility | Öffentliche Anleihe | Public bond |
-
Naifar, Nader, (2025)
-
Sabkha, Saker, (2019)
-
Pavlova, Ivelina, (2018)
- More ...
-
Monetary policy expectations and financial Markets : a Quantile-on-Quantile connectedness approach
Naifar, Nader, (2025)
-
Naifar, Nader, (2025)
-
Navigating risk in crypto markets : connectedness and strategic allocation
Naifar, Nader, (2025)
- More ...