PropertyValue
?:abstract
  • We analyze liquidity of the emerging market (EM) bonds during the Covid-19 fueled uncertainty Using bid/offer spreads we demonstrate that the apogee of both, liquidity and credit stresses is reached in late-March, and that although liquidity has improved since then, it has not yet returned to the pre-Covid levels In particular, we find that the EM financials are more resilient to liquidity shocks than the EM corporates and sovereigns Moreover, we observe a decoupling in the dynamics of the liquidity and credit risk metrics, as credit spreads have been tightening very slowly due to the Covid-19-triggered repricing of default risk
is ?:annotates of
?:creator
?:journal
  • Finance_Research_Letters
?:license
  • unk
?:publication_isRelatedTo_Disease
?:source
  • WHO
?:title
  • The Impact of Covid-19 on liquidity of emerging market bonds
?:type
?:who_covidence_id
  • #898829
?:year
  • 2020

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