Overshooting of Sovereign Emerging Eurobond Yields in the Context of COVID-19

This paper illustrates the phenomenon of overshooting yields on eurobonds issued by emerging and developing countries in the context of COVID-19. Using panel data from 48 emerging and developing countries, the results show that daily reports of confirmed cases have led to increases in yields and announcements of international creditor assistance to developing and emerging countries, which have calmed investor concerns

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Year of publication:	[2021]
Authors:	Sene, Babacar ; Mbengue, Mohamed Lamine ; Allaya, Mouhamad M.
Publisher:	[S.l.] : SSRN
Subject:	Coronavirus \| Eurobond \| Öffentliche Anleihe \| Public bond \| Welt \| World \| Schwellenländer \| Emerging economies
Description of contents:	Abstract [papers.ssrn.com]

Extent:	1 Online-Ressource
Series:	Finance Research Letters ; Vol. 38, No. 101746, 2021
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2021 erstellt Volltext nicht verfügbar
Classification:	C33 - Models with Panel Data ; F34 - International Lending and Debt Problems ; G01 - Financial Crises ; G15 - International Financial Markets
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013232585