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
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 volatility, while non-pharmaceutical government interventions … resembling bad news increase volatility in bond markets. Besides this, changes in total COVID-19 cases and total deaths have co …