The COVID-19 shock and long-term interest rates in emerging market economies
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DOI: 10.1016/j.frl.2021.101976
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Cited by:
- Xu, Yingying & Lien, Donald, 2022. "COVID-19 and currency dependences: Empirical evidence from BRICS," Finance Research Letters, Elsevier, vol. 45(C).
- Andrea Bucci, 2022. "A smooth transition autoregressive model for matrix-variate time series," Papers 2212.08615, arXiv.org.
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- Iyer, Subramanian Rama & Simkins, Betty J., 2022. "COVID-19 and the Economy: Summary of research and future directions," Finance Research Letters, Elsevier, vol. 47(PB).
- Janus, Jakub, 2023. "Flights to safe assets in bond markets: Evidence from emerging market economies," Journal of International Money and Finance, Elsevier, vol. 139(C).
- Francisco Jareño & Ana Escribano & Zaghum Umar, 2023. "The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-12, December.
- Alina Źróbek-Różańska & Marek Ogryzek & Anna Źróbek-Sokolnik, 2022. "Creating a Healthy Environment for Children: GIS Tools for Improving the Quality of the Social Welfare Management System," IJERPH, MDPI, vol. 19(12), pages 1-19, June.
- Feng Wang & Min Wu, 2021. "The Impacts of COVID-19 on China’s Economy and Energy in the Context of Trade Protectionism," IJERPH, MDPI, vol. 18(23), pages 1-23, December.
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More about this item
Keywords
COVID-19; Emerging market economies; Bond markets; Global risk; Bayesian model averaging;All these keywords.
JEL classification:
- E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
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