Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics-Reference-Cited by-同舟云学术

Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics

Published:2020-12-21 Issue: Volume: Page:
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Gubareva Mariya¹²^ORCID,Umar Zaghum³⁴

Affiliation:

1. ISCAL – Lisbon Accounting and Business School Instituto Politécnico de Lisboa Lisbon Portugal

2. SOCIUS/CSG ‐ Research in Social Sciences and Management Lisbon Portugal

3. College of Business Zayed University Abu Dhabi United Arab Emirates

4. South Ural State University Chelyabinsk Russia

Funder

Fundação para a Ciência e a Tecnologia

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.2408

Reference58 articles.

1. Acharya V. &Steffen S.(2020).The risk of being a fallen angel and the corporate dash for cash in the midst of Covid The Review of Corporate Finance Studies 9(3) 430–471.

2. Financial contagion during Covid–19 crisis;Akhtaruzzaman M.;Finance Research Letters,2020

3. Death and contagious infectious diseases: Impact of Covid‐19 virus on stock market returns;Al‐Awadi A. M.;Journal of Behavioral and Experimental Finance,2020

4. Alfaro L. Chari A. Greenland A &Schott P.(2020).Aggregate and Firm‐Level Stock Returns During Pandemics in Real Time. NBER Working Paper No. 26950. Retrieved fromhttps://www.nber.org/papers/w26950.pdf

5. Arellano C. Bai Y. &Mihalache G.(2020).Deadly Debt Crises: COVID‐19 in Emerging Markets. NBER Working Paper No. 27275. Retrieved fromhttps://www.nber.org/papers/w27275.pdf

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