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High-yield bond and energy markets · Study

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ArticleHigh-yield bond and energy markets

Alper Gormus2017

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Articlegreen2017

High-yield bond and energy markets

Alper Gormus · Şaban Nazlıoğlu · Uğur Soytaş

67 citations·0/0 files stored·Energy Economics

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Market Dynamics and Volatility Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 2001Bounds testing approaches to the analysis of level relationships 1988Statistical analysis of cointegration vectors 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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2020Movements in international bond markets: The role of oil prices 2020Oil price uncertainty and movements in the US government bond risk premia 2022Green Bond Index Prediction Based on CEEMDAN-LSTM 2019Oil prices and corporate high-yield spreads: Evidence from panels of nonenergy and energy European firms 2020EKONOMİK GELİŞME VE KADIN İŞ GÜCÜ İSTİHDAMI: TÜRKİYE İÇİN NEDENSELLİK İLİŞKİSİ İNCELENMESİ

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Details

Year2017

Typearticle

Published2017-11-04

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations67

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.eneco.2017.10.037

openalex_workW2766794896

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2020Does financial development promote growth in Kuwait? time- and frequency- domain causality testing