Contagion of Fear : Is the Impact of COVID-19 on Sovereign Risk Really Indiscriminate? /

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 spre...

Deskribapen osoa

Xehetasun bibliografikoak
Egile nagusia: Cevik, Serhan
Beste egile batzuk: Ozturkkal, Belma
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2020.
Saila:IMF Working Papers; Working Paper ; No. 2020/263
Sarrera elektronikoa:Full text available on IMF