Dynamic linkages and determinants of sovereign CDS and exchange rates: evidence from G7 and BRICS
Abstract In the wake of the COVID-19 pandemic, global public debt has escalated, further intensified by ongoing geopolitical tensions. This paper explores the dynamic relationship between sovereign credit risk and exchange rate fluctuations through the innovative application of an ARMA-cDCC-FIGARCH...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer Nature
2025-05-01
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| Series: | Humanities & Social Sciences Communications |
| Online Access: | https://doi.org/10.1057/s41599-025-04985-8 |
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