Title:

Return and Volatility Transmission between Emerging Markets and US Debt Throughout the Pandemic Crisis

Authors:

Zaghum Umar (Zayed U, South Ural State U)
Youssef Manel (Northern Border U)
Yasir Riaz (Namal Institute, Mianwali)
Mariya Gubareva (Inst Politécnico Lisboa, Centre for Financial Research and Data Analytics, HSE, Moscow)

Journal:

Pacific Basin Finance Journal

Year:

2021

Volume:

67

JEL codes:

F34 - International Lending and Debt Problems
G15 - International Financial Markets
O16 - Economic Development: Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
O19 - International Linkages to Development; Role of International Organizations

DOI:

10.1016/j.pacfin.2021.101563