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The pass-through effects of oil price shocks on sovereign credit risks of GCC countries : evidence from the TVP-SVAR-SV framework

Maghyereh, Aktham I.; Ziadat, Salem Adel; Al Rababa'a, … - In: International journal of finance & economics : IJFE 29 (2024) 4, pp. 4681-4703

Persistent link: https://www.econbiz.de/10015337828

Contagion of fear : is the impact of COVID-19 on sovereign risk really indiscriminate?

Cevik, Serhan; Öztürkkal, Belma - 2020

factors. However, our granular analysis using high-frequency (daily) data indicates that the COVID-19 pandemic has had a …

Persistent link: https://www.econbiz.de/10012392655

Crude oil prices and currency exchange rates' impact on the indonesian energy stock market during the Covid-19 Pandemic

Alexandri, Mohammad Benny; Sari, Putri Irmala; … - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 4, pp. 48-53

Persistent link: https://www.econbiz.de/10013350812

Do macroeconomic volatilities affect stock price volatility in Pakistan? : an empirical assessment using firm-level data

Rashid, Abdul; Rauf, Rashid; Imran, Muhammad - In: Pakistan journal of applied economics : PJAE 32 (2022) 2, pp. 145-168

Persistent link: https://www.econbiz.de/10014449798

Macroeconomic effects on emerging-markets sovereign credit spreads

Clark, Ephraim; Kassimatis, Konstantinos - In: Journal of financial stability 20 (2015), pp. 1-13

Persistent link: https://www.econbiz.de/10011574263

The transmission of oil shocks to the developed and emerging stock markets : COVID-19 from first to the second wave

Ghabri, Yosra; Aloui, Donia - In: Financial Market Dynamics after COVID 19 : The …, (pp. 57-66). 2022

Persistent link: https://www.econbiz.de/10013198541

A new world post COVID-19 : lessons for business, the finance industry and policy makers

Billio, Monica (ed.); Varotto, Simone (ed.) - 2020 - 1st edition

Persistent link: https://www.econbiz.de/10012307709

The impact of domestic and global risk factors on Turkish stock market : evidence from the NARDL approach

Erdoğan, Levent; Ceylan, Reşat; Abdul-Rahman, Mutawakil - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 7, pp. 1961-1974

Persistent link: https://www.econbiz.de/10013190240

The role of macroeconomic news in sovereign CDS markets : domestic and spillover news effects from the U.S., the Eurozone and China

Kim, Suk-Joong; Salem, Leith; Wu, Eliza - In: Journal of financial stability 18 (2015), pp. 208-224

Persistent link: https://www.econbiz.de/10011574167

Covid-19, sovereign risk and monetary policy : evidence from the European Monetary Union

Karaman, Seçil Yıldırım - In: Central Bank review / Central Bank of the Republic of Turkey 22 (2022) 3, pp. 99-107

This paper investigates the impact of Covid-19 pandemic and monetary policy measures adopted by the European Central … November-2020 using daily data. The impact of Covid-19 and monetary policy shocks on the credit default swap rates and bond … in the regressions. The results of the empirical analysis suggest that Covid-19 shock increased the sovereign risk in the …

Persistent link: https://www.econbiz.de/10013407190