Sovereign Credit Default Swap Market Volatility in BRICS Countries Before and During the COVID-19 Pandemic

Sovereign Credit Default Swap Market Volatility in BRICS Countries Before and During the COVID-19 Pandemic

SCDS (Sovereign Credit Default Swaps) are becoming more widely used as a country risk indicator after 2008 and stand out for providing real-time information rather than periodic reporting. The COVID-19 pandemic has led to economic disruptions and a decline in international trade. Understanding how t...

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Bibliographic Details
Main Authors: Letife Özdemir, Simon Grima, Ercan Özen, Ramona Rupeika-Apoga, Inna Romanova
Format: Article
Language:English
Published: Editura Universităţii „Alexandru Ioan Cuza” din Iaşi / Alexandru Ioan Cuza University of Iasi Publishing house 2024-03-01
Series:Scientific Annals of Economics and Business
Subjects:
scds
e-garch
volatility
brics
covid-19
Online Access:https://saeb.feaa.uaic.ro/index.php/saeb/article/view/2244

Internet

https://saeb.feaa.uaic.ro/index.php/saeb/article/view/2244

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