Cargando…

COVID-19 Pandemic and Global Corporate CDS Spreads

We examine the impact of the COVID-19 pandemic on the credit risk of companies around the world. We find that increased infection rates affect firms more adversely as reflected by the wider increase in their credit default swap (CDS) spreads if they are larger, more leveraged, closer to default, hav...

Descripción completa

Detalles Bibliográficos
Autores principales: Hasan, Iftekhar, Marra, Miriam, To, Thomas Y., Wu, Eliza, Zhang, Gaiyan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9287578/
https://www.ncbi.nlm.nih.gov/pubmed/35873083
http://dx.doi.org/10.1016/j.jbankfin.2022.106618