Covid-19 and high-yield emerging market bonds: insights for liquidity risk management
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DOI: 10.1057/s41283-021-00074-7
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- Gubareva, Mariya & Sokolova, Tatiana & Umar, Zaghum & Vo, Xuan Vinh, 2024. "Sukuk liquidity and creditworthiness during COVID-19," The Quarterly Review of Economics and Finance, Elsevier, vol. 94(C), pages 88-92.
- Kaldor, Yair, 2022.
"Financialization and Fictitious Capital: The Rise of Financial Securities as a Form of Private Property,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 54(2), pages 239-254.
- Yair Kaldor, 2022. "Financialization and Fictitious Capital: The Rise of Financial Securities as a Form of Private Property," Review of Radical Political Economics, Union for Radical Political Economics, vol. 54(2), pages 239-254, June.
- Imdade Chitou & Gilles Dufrénot & Julien Esposito, 2021.
"Linking Covid-19 epidemic and emerging market OAS: Evidence using dynamic copulas and Pareto distributions,"
Working Papers
halshs-03297198, HAL.
- Imdade Chitou & Gilles Dufrénot & Julien Esposito, 2021. "Linking Covid-19 epidemic and emerging market OAS: Evidence using dynamic copulas and Pareto distributions," AMSE Working Papers 2138, Aix-Marseille School of Economics, France.
- Umar, Zaghum & Manel, Youssef & Riaz, Yasir & Gubareva, Mariya, 2021. "Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
- Mensi, Walid & Gubareva, Mariya & Teplova, Tamara & Kang, Sang Hoon, 2023. "Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
- Yousaf, Imran & Arfaoui, Nadia & Gubareva, Mariya, 2024. "Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases," Research in International Business and Finance, Elsevier, vol. 69(C).
- Ali, Shoaib & Naveed, Muhammad & Hanif, Hasan & Gubareva, Mariya, 2024. "The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets," International Review of Financial Analysis, Elsevier, vol. 91(C).
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More about this item
Keywords
Pandemic crisis; Coronavirus outbreak; Liquidity; Emerging markets; High-yield bonds; Bid–ask spread; Option-adjusted spread (OAS); Relative liquidity score; Round-trip transaction cost;All these keywords.
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