Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance
Link
https://link.springer.com/content/pdf/10.1007/s10690-022-09371-x.pdf
Reference102 articles.
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2. Ahmad, W., Mishra, A. V., & Daly, K. J. (2018). Financial connectedness of BRICS and global sovereign bond markets. Emerging Markets Review, 37, 1–16.
3. Akhtaruzzaman, M., Boubaker, S., & Sensoy, A. (2020). Financial contagion during COVID–19 crisis. Finance Research Letters, 38, 101604.
4. Albulescu, C. T. (2020). COVID-19 and the United States financial markets’ volatility. Finance Research Letters, 38, 101699. https://doi.org/10.1016/j.frl.2020.101699
5. Andries, A. M., Ongena, S., & Sprincean, N. (2020). The COVID-19 Pandemic and Sovereign Bond Risk. Swiss Finance Institute Research Paper (20–42).
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