Browsing WoS İndeksli Yayınlar Koleksiyonu by Subject "Bond Yields"
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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 ...