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How Is the ESG Reflected in European Financial Stability?
16 references·5 citing·40 second hopsampled
How Is the ESG Reflected in European Financial Stability? (2022)How Is the ESG Reflected in European Fina…Aggregate Confusion: The Divergence of ESG Ratings (2022)Aggregate Confusion: The Dive…Inside the ESG ratings: (Dis)agreement and performance (2021)Inside the ESG ratings: (Dis)…Sustainable investing in equilibrium (2020)Sustainable investing in equi…Climate Risks and Financial Stability (2020)Climate Risks and Financial S…Aggregate Confusion: The Divergence of ESG Ratings (2019)Aggregate Confusion: The Dive…The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series (2016)The cross-quantilogram: Measu…Measuring Systemic Risk (2016)Measuring Systemic RiskCoVaR (2016)CoVaRWhere the Risks Lie: A Survey on Systemic Risk (2015)Where the Risks Lie: A Survey…Vulnerable banks (2014)Vulnerable banksMarket Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …A New Approach to Measuring Financial Contagion (2003)A New Approach to Measuring F…Financial Contagion (2000)Financial ContagionAgency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …Preference shocks, liquidity, and central bank policy (1987)Preference shocks, liquidity,…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…The non-linear relationship between ESG performance and bank stability in the digital era: new evidence from a regime-switching approach (2024)The non-linear relationship b…Do ESG scores affect financial systemic risk? Evidence from European banks and insurers (2024)Do ESG scores affect financia…The moderating effect of fintech on the relationship between CSR and banks' financial stability: Baron and Kenny's approach analysis (2023)The moderating effect of fint…Is ESG disclosure associated with bank performance? Evidence from the Visegrad Four countries (2023)Is ESG disclosure associated …Do lower environmental, social, and governance (ESG) rated companies have higher systemic impact? Empirical evidence from Europe and the United States (2022)Do lower environmental, socia…Moral Hazard and Observability (1979)Optimal contracts and competitive markets with costly state verification (1979)Theory ahead of business-cycle measurement (1986)Financial Constraints Risk (2006)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)A Monetary History of the United States, 1867-1960 (2017)The Limits of Arbitrage (1995)Coherent Measures of Risk (1999)Banks’ Non-Interest Income and Systemic Risk (2012)An Overview of China's Financial System (2017)ESG investing: A chance to reduce systemic risk (2021)Common risk factors in the returns on stocks and bonds (1993)Corporate Governance and Equity Prices (2003)Liquidity Risk and Expected Stock Returns (2003)Sustainable investing with ESG rating uncertainty (2021)Dissecting green returns (2022)Firm‐Level Climate Change Exposure (2023)Credit Rationing in Markets with Imperfect Information (1981)Continuous Auctions and Insider Trading (1985)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Limited-dependent and qualitative variables in econometrics (1983)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Emerging markets finance (2003)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Measuring financial contagion: A Copula approach (2007)Evaluating Interval Forecasts (1998)Liquidity and leverage (2008)SRISK: A conditional capital shortfall measure of systemic risk (2017)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)A Monetary History of the United States 1867-1960 (1964)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Systemic Risk and Stability in Financial Networks (2015)Intraclass correlations: Uses in assessing rater reliability. (1979)Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis (2017)Content Analysis: An Introduction to Its Methodology (2019)Bank Capital and Lending Relationships (2017)Estimating global bank network connectedness (2017)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)
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References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 2022Aggregate Confusion: The Divergence of ESG Ratings3,411 cited
  • 2000Financial Contagion3,393 cited
  • 2016CoVaR2,395 cited
  • 2020Sustainable investing in equilibrium2,229 cited
  • 2016Measuring Systemic Risk1,846 cited
  • 2003A New Approach to Measuring Financial Contagion1,015 cited
  • 2015Where the Risks Lie: A Survey on Systemic Risk688 cited
  • 2020Climate Risks and Financial Stability649 cited
  • 2021Inside the ESG ratings: (Dis)agreement and performance610 cited
  • 2019Aggregate Confusion: The Divergence of ESG Ratings566 cited
  • 2016The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series553 cited
  • 1987Preference shocks, liquidity, and central bank policy531 cited
  • 2014Vulnerable banks492 cited

Cited by

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  • 2023Is ESG disclosure associated with bank performance? Evidence from the Visegrad Four countries47 cited
  • 2024The non-linear relationship between ESG performance and bank stability in the digital era: new evidence from a regime-switching approach45 cited
  • 2024Do ESG scores affect financial systemic risk? Evidence from European banks and insurers43 cited
  • 2022Do lower environmental, social, and governance (ESG) rated companies have higher systemic impact? Empirical evidence from Europe and the United States30 cited
  • 2023The moderating effect of fintech on the relationship between CSR and banks' financial stability: Baron and Kenny's approach analysis21 cited