We examine the connectedness of the COVID vaccination with the economic policy
uncertainty, oil, bonds, and sectoral equity markets in the US within time and frequency …

We assess the individual and compounding impacts of COVID-19 and climate physical risks
in the economy and finance, using the EIRIN Stock-Flow Consistent model. We study the …

This paper investigates the relationship between natural disasters and the reaction of
sovereign CDS spread in Europe. By applying an event study methodology during the …

The manuscript aims to perform a study on the evolution of academic literature revolving
around the linkages between sovereign credit risk and financial markets through a …

The sovereign green bond market has been growing rapidly worldwide since its debut in
2016. The study investigates the empirical response of the stock and credit default swap …

This paper investigates the impact of infectious diseases on the evolution of sovereign credit
default swap (CDS) spreads for a panel of 77 countries. Using annual data over 2004–2020 …

Many recent studies investigate the economic effect of the COVID-19 pandemic in multiple
aspects, while whether and how the sovereign credit risk reacts to the shock is still …

In this paper, we study systemic risk propagation by exploring the dynamic mechanism of
financial contagion among Eurozone countries. Using a multilayer information spillover …

This paper evaluates the impact of announcements of Covid-19 related monetary and fiscal
policy measures by the European Central Bank and the European Commission. Applying an …

This paper studies how the announcement of the ECB's monetary policies stopped the
spread of the COVID-19 pandemic to the European sovereign debt market. We show that up …