Statistical properties of country risk ratings under oil price volatility: Evidence from selected oil-exporting countries
Abstract
This paper focuses on the application of panel models for identification and analysis of influence of oil price volatility on statistical properties of country risk ratings which stem from uncertainty of macroeconomic fluctuations. Firstly, two statistical properties of country risk ratings, volatility clustering and asymmetrical revision were identified in a theoretical framework based on null Cruces (2006) . Secondly, considering the oil price...
Paper Details
Title
Statistical properties of country risk ratings under oil price volatility: Evidence from selected oil-exporting countries
Published Date
May 1, 2016
Journal
Volume
92
Pages
234 - 245
Citation AnalysisPro
You’ll need to upgrade your plan to Pro
Looking to understand the true influence of a researcher’s work across journals & affiliations?
- Scinapse’s Top 10 Citation Journals & Affiliations graph reveals the quality and authenticity of citations received by a paper.
- Discover whether citations have been inflated due to self-citations, or if citations include institutional bias.
Notes
History