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CDS spreads and COVID-19 pandemic
16 references·0 citing·35 second hop
CDS spreads and COVID-19 pandemic (2021)CDS spreads and COVID-19 pandemicSpillover of COVID-19: Impact on the Global Economy (2020)Spillover of COVID-19: Impact…Predicting the impacts of epidemic outbreaks on global supply chains: A simulation-based analysis on the coronavirus outbreak (COVID-19/SARS-CoV-2) case (2020)Predicting the impacts of epi…COVID-Induced Economic Uncertainty (2020)COVID-Induced Economic Uncert…Testing for Granger non-causality in heterogeneous panels (2012)Testing for Granger non-causa…A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…General Diagnostic Tests for Cross Section Dependence in Panels (2004)General Diagnostic Tests for …Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Corporate Yield Spreads: Defa…The Determinants of Credit Spread Changes (2001)The Determinants of Credit Sp…Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…Initial conditions and moment restrictions in dynamic panel data models (1998)Initial conditions and moment…Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyAnother look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyAutomatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Agency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …Moral Hazard and Observability (1979)Optimal contracts and competitive markets with costly state verification (1979)Theory ahead of business-cycle measurement (1986)Financial Constraints Risk (2006)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Testing for unit roots in heterogeneous panels (2003)The effect of renewable energy consumption on economic growth: Evidence from top 38 countries (2015)Investigation of environmental Kuznets curve for ecological footprint: The role of energy and financial development (2018)Toward a sustainable environment: Nexus between CO2 emissions, resource rent, renewable and nonrenewable energy in 16-EU countries (2018)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Econometric Analysis of Cross Section and Panel Data (2001)Biases in Dynamic Models with Fixed Effects (1981)Spatial Econometrics: Methods and Models (1988)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Testing for a Unit Root in Time Series Regression (1988)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing slope homogeneity in large panels (2007)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Individualism and Momentum around the World (2010)Sentiment During Recessions (2012)A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
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References

  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1995Initial conditions and moment restrictions in dynamic panel data models14,749 cited
  • 2007A simple panel unit root test in the presence of cross‐section dependence12,758 cited
  • 2004General Diagnostic Tests for Cross Section Dependence in Panels8,718 cited
  • 2012Testing for Granger non-causality in heterogeneous panels5,911 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
  • 2020Predicting the impacts of epidemic outbreaks on global supply chains: A simulation-based analysis on the coronavirus outbreak (COVID-19/SARS-CoV-2) case2,277 cited
  • 2001The Determinants of Credit Spread Changes2,253 cited
  • 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
  • 2020COVID-Induced Economic Uncertainty

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1,562 cited
  • 2020Spillover of COVID-19: Impact on the Global Economy1,403 cited
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