Pandemic shocks and fiscal-monetary policies in the Eurozone: COVID-19 dominance during January–June 2020

We compare the importance of market factors against that of coronavirus disease-19 (COVID-19) dynamics and policy responses in explaining Eurozone sovereign spreads. First, we estimate a multifactor model for changes in credit default swap (CDS) spreads over 2014 to June 2019. Then, we apply a synth...

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Bibliografiset tiedot
Julkaisussa:Oxf Econ Pap
Päätekijät: Jinjarak, Yothin, Ahmed, Rashad, Nair-Desai, Sameer, Xin, Weining, Aizenman, Joshua
Aineistotyyppi: Artigo
Kieli:Inglês
Julkaistu: Oxford University Press 2021
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Linkit:https://ncbi.nlm.nih.gov/pmc/articles/PMC8083783/
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/oep/gpab010
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