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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier B.V.
2021
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| Materias: | |
| 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 |