The COVID-19 pandemic and sovereign credit risk
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DOI: 10.1108/cfri-01-2021-0010
Abstract: 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,… read more here.
Keywords: cds spreads; sovereign cds; pandemic sovereign; sovereign credit ... See more keywords