Emerging markets sovereign CDS spreads during COVID-19: Economics versus epidemiology news()

Can bad news about COVID-19 induce negative expectations on sovereign credit risks? We investigate the factors driving credit default swap (CDS) spreads of emerging market sovereigns around the outbreak of COVID-19. Using 2014–2019 data, we estimate a two-factor model of global and regional risks an...

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Detalles Bibliográficos
Autores principales: Daehler, Timo B., Aizenman, Joshua, Jinjarak, Yothin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9757879/
https://www.ncbi.nlm.nih.gov/pubmed/36569375
http://dx.doi.org/10.1016/j.econmod.2021.105504

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9757879/
https://www.ncbi.nlm.nih.gov/pubmed/36569375
http://dx.doi.org/10.1016/j.econmod.2021.105504

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