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...
| Autor principal: | |
|---|---|
| Altres autors: | |
| Format: | Revista |
| Idioma: | English |
| Publicat: |
Washington, D.C. :
International Monetary Fund,
2020.
|
| Col·lecció: | IMF Working Papers; Working Paper ;
No. 2020/263 |
| Accés en línia: | Full text available on IMF |