Pan, Wei-Fong; Wang, Xinjie; Wu, Ge; Xu, Weike - In: China Finance Review International 11 (2021) 3, pp. 287-301
Purpose: The purpose of this study is to examine the effects of the coronavirus disease 2019 (COVID-19) pandemic on sovereign credit default swap (CDS) spreads using a large sample of countries. Design/methodology/approach: In this paper, the authors use a wide set of the sovereign CDS data of...
