The impact of oil market conditions on the sovereign CDS volatility: An artificial neural network self-exciting threshold auto-regressive (ANN-SETAR) approach

Saker Sabkha ()
Additional contact information
Saker Sabkha: UPN SEGMI - Université Paris Nanterre - UFR Sciences économiques, gestion, mathématiques, informatique - UPN - Université Paris Nanterre

Post-Print from HAL

Date: 2019-07-08
References: Add references at CitEc
Citations:

Published in 10th International Research Meeting in Business and Management (IRMBAM), Jul 2019, Nice, France

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05556418

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().