COVID-induced sovereign risk in the euro area: When did the ECB stop the spread?

Linking Covid-19 Epidemic and Emerging Market OAS: Evidence Using Dynamic Copulas and Pareto Distributions

“…The effect on sovereign bonds has been documented in a few recent papers (e.g. Ortmans andTripier, 2021, Zaremba et al, 2021). Regarding the effects on corporate spreads, the literature describes either the liquidity crisis that it caused in the credit markets or the rescue effect of central bank interventions, notably by the Fed.…”

COVID-19 and finance scholarship: A systematic and bibliometric analysis

“…Prominent issues addressed in this stream involve the impact on global supply chains ( Free & Hecimovic, 2021 ) and the impact of government policy interventions on the stock market ( Aharon & Siev, 2021 ; Ortmans & Tripier, 2021 ). This stream highlights a shift in the behavior of investors and governments across countries towards the financial markets, raising several potential research avenues and developments in the field.…”

Unconventional Green

“…They …nd that …rms e¤ectively targeted increased their relative use of market debt and the maturity of newly issued bonds more than non-targeted issuers. 3 Relatively scant is the literature about the PEPP, both concerning the corporate (Bremus et al 2021;Zaghini 2023) and the sovereign arms (Aymeric and Tripier 2021;Blot et al 2021;Böninghausen et al 2022). This is even more surprising given the many contributions about similar policy interventions by the Bank of England and the FED.…”