Bao Cong Nguyen To; Tam Van Thien Nguyen; Nham Thi Hong … - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-11
Using an international sample during the COVID-19 outbreak, our study gives evidence that COVID-19 containment measures impact volatility in the international bond markets in different ways. We found that the positive effect of increasing new COVID-19 vaccinations markedly mitigates bond market...