Spillovers between Exchange Rate Pressure and CDS Bid-Ask Spreads, Reserve Assets and Oil Prices Using the Quantile ARDL Model
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- Hammoudeh, Shawkat & Mensi, Walid & Cho, Jin Seo, 2022. "Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model," International Economics, Elsevier, vol. 170(C), pages 66-78.
- Shawkat Hammoudeh & Walid Mensi & Jin Seo Cho, 2022. "Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model," International Economics, CEPII research center, issue 170, pages 66-78.
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More about this item
Keywords
Exchange Rate Pressure; CDS Bid-Ask Spreads; Reserve Assets; Oil Prices; Quantile ARDL Model;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ARA-2022-01-03 (MENA - Middle East and North Africa)
- NEP-ENE-2022-01-03 (Energy Economics)
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