The Impact of Oil Shocks on Sovereign Default Risk

The paper examines the impact of oil shocks on sovereign credit default swaps (CDS) for the G10 countries and major oil-exporting countries. The results show that oil demand shocks have a uniformly negative impact on CDS spreads. In contrast, oil s...

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Bibliographic Details
Main Authors: Alturki, Sultan Abdulaziz M, Hibbert, Ann Marie
Format: Working Paper
Language:English
Published: World Bank, Washington, DC 2021
Subjects:
Online Access:http://documents.worldbank.org/curated/en/289701613502786051/The-Impact-of-Oil-Shocks-on-Sovereign-Default-Risk
http://hdl.handle.net/10986/35142

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