Similar Search Results

Emerging markets sovereign CDS spreads during COVID-19 : economics versus epidemiology news

Daehler, Timo B.; Aizenman, Joshua; Jinjarak, Yothin - In: Economic modelling 100 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012795845

Accounting for global COVID-19 diffusion patterns, January-April 2020

Jinjarak, Yothin; Ahmed, Rashad; Nair-Desai, Sameer; … - In: Economics of disasters and climate change 4 (2020) 3, pp. 515-559

Persistent link: https://www.econbiz.de/10012309076

Emerging Markets Sovereign CDS Spreads During Covid-19 : Economics Versus Epidemiology News

Daehler, Timo; Aizenman, Joshua; Jinjarak, Yothin - 2021

Can bad news about COVID-19 induce negative expectations on sovereign credit risks? We investigate the factors driving credit default swap (CDS) spreads of emerging market sovereigns around the outbreak of COVID-19. Using 2014-2019 data, we estimate a two-factor model of global and regional...

Persistent link: https://www.econbiz.de/10013236709