Nonlinearities in the oil effects on the sovereign credit risk: a self-exciting threshold autoregression approach

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Research in international business and finance
1. Verfasser:	Sabkha, Saker (VerfasserIn)
Weitere Verfasser:	Peretti, Christian de (VerfasserIn), Hmaied, Dorra Mezzez (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2019
Schlagworte:	Sovereign CDS volatility > Oil market > FIAPARCH > SETAR > Threshold regime-switching > Aufsatz in Zeitschrift
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Titel	Jahr	Band
Special issue: Innovation and internationalisation	2009	23.2009,2
Corporate governance and regulation in China : openness and challenges ; special issue	2007	21.2007,3
Beyond the euro area : monetary policy in selected CIS countries ; special issue	2006	20.2006,2
Social responsibility : corporate governance issues	2003	17
Financial risk and financial risk management	2002	16
Issues in international corporate control and governance	2001	15
The quest for exchange rate stability in the next millennium	1999	13
European Monetary Union banking issues : historical and contemporary perspectives	1999	14
(1995)	1995	12
Studies in the financial markets of the Pacific Basin Pt. B	1994	11
Studies in the financial markets of the Pacific Basin Part B	1994	11,B
Studies in the financial markets of the Pacific Basin Part A	1994	11,A
Studies in the financial markets of the Pacific Basin Pt. A	1994	11,A
Studies in the financial markets of the Pacific Basin Pt. B	1994	11,B
Studies in the financial markets of the Pacific Basin Pt. A	1994	11
Rising Asian capital markets : empirical studies	1993	10
Emerging challenges for the international financial services industry	1992	9
Prospects for Canadian-United States economic relations under free trade	1990	8
The modern international environment	1989	7
Asia-Pacific economies A	1987	6, A