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In sickness and in debt: The COVID-19 impact on sovereign credit risk()

The COVID-19 pandemic provides a unique setting in which to evaluate the importance of a country’s fiscal capacity in explaining the relation between economic growth shocks and sovereign default risk. For a sample of 30 developed countries, we find a positive and significant sensitivity of sovereign...

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Detalles Bibliográficos
Autores principales: Augustin, Patrick, Sokolovski, Valeri, Subrahmanyam, Marti G., Tomio, Davide
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9560752/
https://www.ncbi.nlm.nih.gov/pubmed/36268533
http://dx.doi.org/10.1016/j.jfineco.2021.05.009