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...
| Hovedforfatter: | Cevik, Serhan |
|---|---|
| Andre forfattere: | Ozturkkal, Belma |
| Format: | Tidsskrift |
| Sprog: | English |
| Udgivet: |
Washington, D.C. :
International Monetary Fund,
2020.
|
| Serier: | IMF Working Papers; Working Paper ;
No. 2020/263 |
| Online adgang: | Full text available on IMF |
Lignende værker
-
Sovereign Spreads and Contagion Risks in Asia /
af: Unsal, Filiz
Udgivet: (2011) -
Fear
af: Lazier -
Contagion
af: Zalloua -
Contagion /
af: Cook, Robin, 1940-
Udgivet: (1995) -
The Borderland of Fear
af: Bottiger