The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure
Abstract This study aims to examine the impact of the different waves of the COVID-19 pandemic on the connectedness of the BRICS (Brazil, Russia, India, China, and South Africa) term structure of interest rates and its components (level, slope and curvature). For that purpose, this research applies...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer Nature
2023-01-01
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| Series: | Humanities & Social Sciences Communications |
| Online Access: | https://doi.org/10.1057/s41599-022-01500-1 |