Matches in SemOpenAlex for { <https://semopenalex.org/work/W4293421803> ?p ?o ?g. }
- W4293421803 endingPage "100775" @default.
- W4293421803 startingPage "100775" @default.
- W4293421803 abstract "This study introduces various bivariate, multiple, and partial wavelet methods to explore the role of inclusive market sentiments in comovements between sovereign credit default swap (CDS) spreads and exchange rates from a time-frequency perspective. The empirical results show that the sovereign CDS spread and exchange rate nexus varies across countries and time-frequency domains. Further, the strong and positive comovements between sovereign CDS spreads and exchange rates are uncovered, concentered at medium- and long-term frequencies, especially in commodity-dependent countries. Among the various market sentiments, Volatility Index and Chicago Board Options Exchange Crude Oil Volatility are revealed as the most critical factors driving the comovements in commodity-dependent countries. The findings provide important recommendations for investors, regulatory authorities, and policymakers to understand the pivotal roles of market sentiments in inducing comovement between sovereign CDS spreads and exchange rates." @default.
- W4293421803 created "2022-08-29" @default.
- W4293421803 creator A5022256556 @default.
- W4293421803 creator A5032767831 @default.
- W4293421803 creator A5053935720 @default.
- W4293421803 date "2023-05-01" @default.
- W4293421803 modified "2023-10-16" @default.
- W4293421803 title "Time-frequency comovements between sovereign CDS and exchange rates: The role of sentiments" @default.
- W4293421803 cites W1482347338 @default.
- W4293421803 cites W1974444063 @default.
- W4293421803 cites W1987747591 @default.
- W4293421803 cites W1992880860 @default.
- W4293421803 cites W2008854830 @default.
- W4293421803 cites W2025078052 @default.
- W4293421803 cites W2032540072 @default.
- W4293421803 cites W2036020297 @default.
- W4293421803 cites W2044156953 @default.
- W4293421803 cites W2064162177 @default.
- W4293421803 cites W2068638651 @default.
- W4293421803 cites W2071250458 @default.
- W4293421803 cites W2088732100 @default.
- W4293421803 cites W2097996439 @default.
- W4293421803 cites W2124459709 @default.
- W4293421803 cites W2169478177 @default.
- W4293421803 cites W2176974467 @default.
- W4293421803 cites W2297801999 @default.
- W4293421803 cites W2345954292 @default.
- W4293421803 cites W2531071466 @default.
- W4293421803 cites W2532876847 @default.
- W4293421803 cites W2547401940 @default.
- W4293421803 cites W2566234880 @default.
- W4293421803 cites W2618758180 @default.
- W4293421803 cites W2775632062 @default.
- W4293421803 cites W2788170423 @default.
- W4293421803 cites W2792877653 @default.
- W4293421803 cites W2793422369 @default.
- W4293421803 cites W2797836562 @default.
- W4293421803 cites W2802579061 @default.
- W4293421803 cites W2808451849 @default.
- W4293421803 cites W2889538294 @default.
- W4293421803 cites W2898066248 @default.
- W4293421803 cites W2917994771 @default.
- W4293421803 cites W2923169900 @default.
- W4293421803 cites W2943720684 @default.
- W4293421803 cites W2982318181 @default.
- W4293421803 cites W2983367855 @default.
- W4293421803 cites W2987362156 @default.
- W4293421803 cites W2992555946 @default.
- W4293421803 cites W3003217347 @default.
- W4293421803 cites W3005006798 @default.
- W4293421803 cites W3008878022 @default.
- W4293421803 cites W3010223921 @default.
- W4293421803 cites W3010457580 @default.
- W4293421803 cites W3022053996 @default.
- W4293421803 cites W3023077355 @default.
- W4293421803 cites W3025883243 @default.
- W4293421803 cites W3042286035 @default.
- W4293421803 cites W3081002035 @default.
- W4293421803 cites W3081546510 @default.
- W4293421803 cites W3090360431 @default.
- W4293421803 cites W3094730969 @default.
- W4293421803 cites W3114854057 @default.
- W4293421803 cites W3121834922 @default.
- W4293421803 cites W3121996807 @default.
- W4293421803 cites W3122020826 @default.
- W4293421803 cites W3122243239 @default.
- W4293421803 cites W3122717212 @default.
- W4293421803 cites W3122840017 @default.
- W4293421803 cites W3123522733 @default.
- W4293421803 cites W3123791576 @default.
- W4293421803 cites W3124152576 @default.
- W4293421803 cites W3124712463 @default.
- W4293421803 cites W3125094242 @default.
- W4293421803 cites W3125232012 @default.
- W4293421803 cites W3126081245 @default.
- W4293421803 cites W3126106868 @default.
- W4293421803 cites W3136798355 @default.
- W4293421803 cites W3138358848 @default.
- W4293421803 cites W3173590360 @default.
- W4293421803 cites W3206093631 @default.
- W4293421803 cites W3208606325 @default.
- W4293421803 cites W4205992623 @default.
- W4293421803 cites W4220891298 @default.
- W4293421803 doi "https://doi.org/10.1016/j.gfj.2022.100775" @default.
- W4293421803 hasPublicationYear "2023" @default.
- W4293421803 type Work @default.
- W4293421803 citedByCount "1" @default.
- W4293421803 countsByYear W42934218032022 @default.
- W4293421803 crossrefType "journal-article" @default.
- W4293421803 hasAuthorship W4293421803A5022256556 @default.
- W4293421803 hasAuthorship W4293421803A5032767831 @default.
- W4293421803 hasAuthorship W4293421803A5053935720 @default.
- W4293421803 hasConcept C10138342 @default.
- W4293421803 hasConcept C106159729 @default.
- W4293421803 hasConcept C136764020 @default.
- W4293421803 hasConcept C148609458 @default.
- W4293421803 hasConcept C149635348 @default.
- W4293421803 hasConcept C162324750 @default.