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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...
Autores principales: | Augustin, Patrick, Sokolovski, Valeri, Subrahmanyam, Marti G., Tomio, Davide |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier B.V.
2022
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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 |
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