Work

The interconnections between U.S. financial CDS spreads and control variables: New evidence using partial and multivariate wavelet coherences

Year: 2018

Type: article

Source: International Review of Economics & Finance

DOI: 10.1016/j.iref.2018.01.011

Authors: Besma Hkiri, Shawkat Hammoudeh, Chaker Aloui, Muhammad Shahbaz

Institutions: University of Jeddah, MBS School of Business, Drexel University, King Saud University

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: King Saud University, Deanship of Scientific Research, King Saud University

Awards: G2631904154, G2884363387

OpenAlex ID: W2792877653

FWCI: 8.6

Cites: 34

Cited by: 55

Related to: 10