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Contagion of fear: Is the impact of COVID-19 on sovereign risk really indiscriminate?
(Wiley, 2021)
This paper investigates the impact of infectious diseases on the evolution of sovereign credit default swap (CDS) spreads for a panel of 77 countries. Using annual data over 2004-2020, we find that infectious-disease ...
The effect of weekend curfews on epidemics: a Monte Carlo simulation
(Tubitak Scientific & Technical Research Council Turkey, 2021)
The ongoing COVID-19 pandemic is being responded with various methods, applying vaccines, experimental treatment options, total lockdowns or partial curfews. Weekend curfews are among the methods for reducing the number ...
Banking sector reactions to COVID-19: The role of bank-specific factors and government policy responses
(Elsevier, 2021)
This paper examines the impact of bank-specific factors and variations in the context of stringency of government policy responses on bank stock returns because of the COVID-19 pandemic. A sample of 1,927 publicly listed ...