The pass-through effects of oil price shocks on sovereign credit risks of GCC countries : evidence from the TVP-SVAR-SV framework
Year of publication: |
2024
|
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Authors: | Maghyereh, Aktham I. ; Ziadat, Salem Adel ; Al Rababa'a, Abdel Razzaq A. |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 4, p. 4681-4703
|
Subject: | credit default swap | GCC country | oil shock | sovereign credit risk | spread | time-varying impact | Ölpreis | Oil price | Arabische Golf-Staaten | Gulf countries | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Schock | Shock | Länderrisiko | Country risk | VAR-Modell | VAR model | Risikoprämie | Risk premium | Volatilität | Volatility | Wirkungsanalyse | Impact assessment |
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