Emerging Markets Sovereign CDS Spreads During COVID-19: Economics versus Epidemiology News
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https://www.nber.org/papers/w27903
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资源简介：
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 risks
提供机构：
美国国家经济研究局
创建时间：
2020-10-01
