Oil prices and government bond risk premiums
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References listed on IDEAS
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- Emma Hooper, 2015. "Oil and Gas, which is the Belle of the Ball ? The Impact of Oil and Gas Reserves on Sovereign Risk," Working Papers halshs-01211506, HAL.
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- Bouri, Elie & de Boyrie, Maria E. & Pavlova, Ivelina, 2017. "Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 155-165.
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More about this item
KeywordsOil prices; sovereign debt; risk premium;
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