Téllez, Cecilia; Martín García, Margarita; Di … - In: Revista de Métodos Cuantitativos para la Economía y … 36 (2023), pp. 1-16
In this paper, we explore the impact of the COVID-19 pandemic on the credit risk of large European companies. We …) show that the impact on the credit risk of the companies, as measured by the change in the spread of CDS, is important and …