Emerging market debt and the COVID-19 pandemic : a time-frequency analysis of spreads and total returns dynamics
Year of publication: |
2023
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Authors: | Gubareva, Mariya ; Umar, Zaghum |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 1, p. 112-126
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Subject: | Bloomberg-Barclays EM indices | bond spread | causality | comovements | COVID-19 pandemic | emerging markets (EM) | fixed income | leads and lags | media coverage index | regime-switching | total return | wavelet coherence | wavelet phase difference | Coronavirus | Schwellenländer | Emerging economies | Zustandsraummodell | State space model | Anleihe | Bond | Epidemie | Epidemic | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Schätzung | Estimation | Wirtschaftsindikator | Economic indicator |
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