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The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure

This study aims to examine the impact of the different waves of the COVID-19 pandemic on the connectedness of the BRICS (Brazil, Russia, India, China, and South Africa) term structure of interest rates and its components (level, slope and curvature). For that purpose, this research applies the time-...

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Detalles Bibliográficos
Autores principales: Jareño, Francisco, Escribano, Ana, Umar, Zaghum
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Palgrave Macmillan UK 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9809532/
https://www.ncbi.nlm.nih.gov/pubmed/36619598
http://dx.doi.org/10.1057/s41599-022-01500-1