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This paper employs predictive regressions to explore the predictability of sovereign Credit Default Swap (CDS) spread dynamics of relevant oil-producing countries. By incorporating oil prices and additional control variables, we predict the rate of CDS spread changes for Brazil, the UK,...
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Cover -- EDITORIAL ADVISORY BOARD -- The impact of sovereign rating events on bank stock returns -- Exploring the relationship between macroeconomic indicators and sovereign credit default swap in Pakistan -- Banking stability in the MENA region during the global financial crisis and the...
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