Long-run relationships between US financial credit markets and risk factors : evidence from the quantile ARDL approach
Walid Mensi, Syed Jawad Hussain Shahzad, Shawkat Hammoudeh, Besma Hkiri, Khamis Hamed Al Yahyaee
| Year of publication: |
2019
|
|---|---|
| Authors: | Mensi, Walid ; Shahzad, Syed Jawad Hussain ; Hammoudeh, Shawkat ; Hkiri, Besma ; Al-Yahyaee, Khamis Hamed |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 29.2019, p. 101-110
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| Subject: | Financial credit sectors | Risk factors | Quantile ARDL model | Kointegration | Cointegration | Kreditmarkt | Credit market | Kreditrisiko | Credit risk | Risiko | Risk |