Emerging market debt and the COVID-19 pandemic : a time-frequency analysis of spreads and total returns dynamics
Mariya Gubareva, Zaghum Umar
| Year of publication: |
2023
|
|---|---|
| Authors: | Gubareva, Mariya ; Umar, Zaghum |
| Subject: | Bloomberg-Barclays EM indices | bond spread | causality | comovements | COVID-19 pandemic | emerging markets (EM) | fixed income | leads and lags | media coverage index | regime-switching | total return | wavelet coherence | wavelet phase difference | Schwellenländer | Emerging economies | Coronavirus | Anleihe | Bond | Zustandsraummodell | State space model | Kapitaleinkommen | Capital income | Zinsstruktur | Yield curve | Epidemie | Epidemic | Welt | World | Wirtschaftsindikator | Economic indicator | Risikoprämie | Risk premium | Aktienindex | Stock index |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2408 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014248114