COVID-19, Ukraine-Russia war, and European Sovereign Bond Markets

9 Pages Posted: 21 Sep 2022

See all articles by Giovanni Carnazza

Giovanni Carnazza

University of Pisa - Department of Economics and Management

Paolo Liberati

University Roma Tre - Department of Economics

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

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

Giovanni Carnazza (Contact Author)

University of Pisa - Department of Economics and Management ( email )

Via Cosimo Ridolfi 10
Pisa, 56124
Italy

Paolo Liberati

University Roma Tre - Department of Economics ( email )

Via Silvio D'Amico 77
ROMA, 00145
Italy

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