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CDS spreads and COVID-19 pandemic · Study

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ArticleCDS spreads and COVID-19 pandemic

Nicholas Apergis2021

OA

Articlegreen2021

CDS spreads and COVID-19 pandemic

Nicholas Apergis · Dan Constantin Dănulețiu · Bing Liang Xu

32 citations·0/0 files stored·Journal of International Financial Markets Institutions and Money

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Credit Risk and Financial Regulations COVID-19 Pandemic Impacts Financial Distress and Bankruptcy Prediction

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References

1998Initial conditions and moment restrictions in dynamic panel data models 1995Another look at the instrumental variable estimation of error-components models 1995Initial conditions and moment restrictions in dynamic panel data models 2007A simple panel unit root test in the presence of cross‐section dependence 2004General Diagnostic Tests for Cross Section Dependence in Panels 2012Testing for Granger non-causality in heterogeneous panels 1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy

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Details

Year2021

Typearticle

Published2021-11-18

VenueJournal of International Financial Markets Institutions and Money

ISSN-L1042-4431

Languageen

Citations32

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1016/j.intfin.2021.101433

openalex_workW3215049568

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