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Climate change and the pricing of sovereign debt: Insights from European markets
13 references·5 citing·46 second hop
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this work references cited by second hop

References

  • 2012Using Effect Size—or Why the P Value Is Not Enough5,550 cited
  • 2017Report of the High-Level Commission on Carbon Prices633 cited
  • 2013The Other Half of the Story: Effect Size Analysis in Quantitative Research627 cited
  • 2010Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt530 cited
  • 2018The World Uncertainty Index333 cited
  • 2010What Explains the Surge in Euro Area Sovereign Spreads during the Financial Crisis of 2007–09?312 cited
  • 1978Foundations of Finance: Portfolio Decisions and Securities Prices303 cited
  • 2020Feeling the Heat: Climate Risks and the Cost of Sovereign Borrowing193 cited
  • 2009Government risk premiums in the bond market: EMU and Canada192 cited
  • 2018Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries191 cited
  • 2017The effect of countries’ ESG ratings on their sovereign borrowing costs162 cited
  • 2018Climate Vulnerability and the Cost of Debt88 cited
  • 2021Bracing for the Typhoon: Climate change and sovereign risk in Southeast Asia76 cited

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  • 2023The asymmetric effects of climate risk on higher-moment connectedness among carbon, energy and metals markets104 cited

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2023
Sensing the heat: Climate change vulnerability and foreign direct investment inflows
57 cited
  • 2023Climate transition risk in sovereign bond markets45 cited
  • 2023Sovereign ratings change under climate risks42 cited
  • 2023Do green financial policies offset the climate transition risk penalty imposed on long-term sovereign bond yields?33 cited