Title:

Emerging Market Debt and the COVID-19 Pandemic: A Time-Frequency Analysis of Spreads and Total Returns Dynamics

Authors:

Mariya Gubareva (Inst Politécnico Lisboa, SOCIUS - ISEG, UTL)
Zaghum Umar (Zayed U, South Ural State U)

Journal:

International Journal Of Finance And Economics

Year:

2023

Volume:

28

Number:

1

Pages:

112-126

JEL codes:

O16 - Economic Development: Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
G14 - Information and Market Efficiency; Event Studies
O17 - Formal and Informal Sectors; Shadow Economy; Institutional Arrangements: Legal, Social, Economic, and Political