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Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets
We explore the impact of the COVID-19 pandemic on the term structure of interest rates. Using data from developed and emerging countries, we demonstrate that the expansion of the disease significantly affects sovereign bond markets. The growth of confirmed cases significantly widens the term spreads...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8733935/ https://www.ncbi.nlm.nih.gov/pubmed/35013673 http://dx.doi.org/10.1016/j.frl.2021.102042 |