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Emerging markets sovereign CDS spreads during COVID-19 : economics versus epidemiology news

Daehler, Timo B.; Aizenman, Joshua; Jinjarak, Yothin - In: Economic modelling 100 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012795845

Accounting for sovereign tail risk in emerging economies : the role of global and domestic risk factors

Fong, Tom; Li, Ka-Fei; Fu, John - 2015

Persistent link: https://www.econbiz.de/10012200130

Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads

Tsuruta, Masaru - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-30

Persistent link: https://www.econbiz.de/10012659594

Do sovereign ratings cause instability in cross-border emerging CDS markets?

Ballester, Laura; González-Urteaga, Ana - In: International review of economics & finance : IREF 72 (2021), pp. 643-663

Persistent link: https://www.econbiz.de/10012672072

Long and short-runs determinants of the sovereign CDS spread in emerging countries

Ho, Sy Hoa - In: Research in international business and finance 36 (2016), pp. 579-590

Persistent link: https://www.econbiz.de/10011594629

Assessment of the credit risk of Poland based on sovereign credit default swap spreads during the Covid-19 pandemic

Czech, Maria - In: Ekonomia i prawo 20 (2021) 3, pp. 497-511

Persistent link: https://www.econbiz.de/10012876160

Contagion of fear : is the impact of COVID-19 on sovereign risk really indiscriminate?

Cevik, Serhan; Öztürkkal, Belma - 2020

This paper investigates the impact of infectious diseases on the evolution of sovereign credit default swap (CDS) spreads for a panel of 77 advanced and developing countries. Using annual data over the 2004-2020 period, we find that infectious-disease outbreaks have no discernible effect on CDS...