In Sickness and in Debt: The COVID-19 Impact on Sovereign Credit Risk
Patrick Augustin(McGill University), Davide Tomio(University of Virginia), Marti G. Subrahmanyam(New York University), Valeri Sokolovski(HEC Montréal)
Cited by 27
Related Papers
In sickness and in debt: The COVID-19 impact on sovereign credit risk
|Journal of Financial Economics|2021|160
Informed Options Trading Prior to Takeover Announcements: Insider Trading?
|Management Science|2019|140
Real Economic Shocks and Sovereign Credit Risk
|Journal of Financial and Quantitative Analysis|2016|123
The term structure of CDS spreads and sovereign credit risk
|Journal of Monetary Economics|2018|112
Ambiguity, Volatility, and Credit Risk
|Review of Financial Studies|2019|94