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The COVID-19 Pandemic and Sovereign Bond Risk

Governments around the world are tackling the COVID-19 pandemic with a mix of public health, fiscal, macroprudential, monetary, and/or market-based policies. We assess the impact of the pandemic in Europe on sovereign CDS spreads using an event study methodology. We find that a higher number of case...

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Detalles Bibliográficos
Autores principales: Andrieș, Alin Marius, Ongena, Steven, Sprincean, Nicu
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Authors. Published by Elsevier Inc. 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9760400/
http://dx.doi.org/10.1016/j.najef.2021.101527