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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-...
Autores principales: | Jareño, Francisco, Escribano, Ana, Umar, Zaghum |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Palgrave Macmillan UK
2023
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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 |
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