Dependence structure between oil price volatility and sovereign credit risk of oil exporters - Ehouman, Yao Axel (EconomiX - UMR7235, Université Paris Nanterre, 2020)
https://econpapers.repec.org/RePEc:drm:wpaper:2020-31
Keywords: Graue Literatur; Copula; Dependence; Oil price; Sovereign credit risk; Uncertainty