What Explains the Sovereign Credit Default Swap Spreads Changes in the GCC Region?
This paper aimed to investigate the drivers of sovereign credit risk spreads changes in the case of four Gulf Cooperation Council (GCC) countries, namely Kingdom of Saudi Arabia (KSA), the United Arab Emirates (UAE), Qatar, and Bahrain. Specifically, we explained the changes in sovereign credit defa...
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| Format: | Article |
| Language: | English |
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MDPI AG
2020-10-01
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| Series: | Journal of Risk and Financial Management |
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| Online Access: | https://www.mdpi.com/1911-8074/13/10/245 |