This paper has two aims. First, we study the impact of oil price variables (change and
volatility) on stock market returns under regime shifts in the case of Gulf Cooperation Council …

This paper analyses the dynamics of the credit default swap (CDS) market of PIIGS, France,
Germany and the UK for the period of 2005–2010. The study is performed on the basis of the …

Motivated by the absence of conclusive guidance from the current literature, this study
revisits the effects of terms of trade shocks on real effective exchange rates (RER) across …

This study questions the reliability of securitized real estate investment trusts (REITs) for
reducing risk in European stock investment portfolio during the global and European crisis …

In this paper, we investigate the existence of financial contagion in the European Union
during the recent Global Financial Crisis (GFC) of 2007–2009 and the European Sovereign …

Philosophical underpinning is important in research as this leads to the investigation as per
a specific paradigm. Every subject domain has a dominant paradigm in which the research …

We study the variation of sovereign credit default swaps (CDSs) of eurozone countries, their
persistence and co-movements, with particular attention given to the impact of the financial …

This study examines the interdependence and contagion among US industry-level credit
markets. We use daily data of 11 industries from 17 December 2007 to 31 December 2014 …

We investigate credit risk co‐movements and contagion in the sovereign debt markets of 17
industrialized countries during the period 2008–2012. We use dynamic conditional …

This paper investigates the return and volatility spillover effects across oil-related credit
default swaps (CDSs), the oil market, and financial market risks for the US during and after …