COVID-19, Ukraine-Russia war, and European Sovereign Bond Markets
9 Pages Posted: 21 Sep 2022
Date Written: September 15, 2022
Abstract
Analysing the sovereign bond and the CDS markets of eight Eurozone countries from 2019 to mid-2022, we document the different impacts of the COVID-19 outbreak and the war in Ukraine.
Keywords: Coronavirus, War, Sovereign Bond Yields, Sovereign Credit Default Swaps, European Central Bank
JEL Classification: E43, E58, G12
Suggested Citation: Suggested Citation
Carnazza, Giovanni and Liberati, Paolo, COVID-19, Ukraine-Russia war, and European Sovereign Bond Markets (September 15, 2022). Available at SSRN: https://ssrn.com/abstract=4219720 or http://dx.doi.org/10.2139/ssrn.4219720
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