La relación entre el COVID-19 y el riesgo de crédito: Un estudio de caso para las 50 compañías del EuroStoxx
Alternative title: | The relationship between COVID-19 and the credit risk: A case study for EuroStoxx 50 companies |
---|---|
Year of publication: |
2023
|
Authors: | Téllez, Cecilia ; Martín García, Margarita ; Di Pietro, Filippo ; Martín Marín, José Luis |
Published in: |
Revista de Métodos Cuantitativos para la Economía y la Empresa. - ISSN 1886-516X. - Vol. 36.2023, p. 1-16
|
Publisher: |
Sevilla : Universidad Pablo de Olavide |
Subject: | Credit risk | CDS | event studies | Covid-19 pandemic |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | Spanish |
Other identifiers: | 10.46661/rev.metodoscuant.econ.empresa.7301 [DOI] 1878411136 [GVK] hdl:10419/286308 [Handle] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; G23 - Pension Funds; Other Private Financial Institutions ; G24 - Investment Banking; Venture Capital; Brokerage |
Source: |
-
Téllez, Cecilia, (2023)
-
Sovereign Debt Rating Changes and the Stock Market
Michaelides, Alexander, (2012)
-
Tampakoudis, Ioannis A., (2019)
- More ...
-
Téllez, Cecilia, (2023)
-
Sovereign bond spreads and CDS premia in the Eurozone: A causality analysis
Téllez, Cecilia, (2020)
-
Sovereign bond spreads and credit default swap premia : cointegration and causality
Martín García, Margarita, (2014)
- More ...