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Does climate change affect sovereign credit risk? International evidence
16 references·0 citing·51 second hop
Does climate change affect sovereign credit risk? International evidence (2023)Does climate change affect sovereign cred…Land-based climate change mitigation measures can affect agricultural markets and food security (2022)Land-based climate change mit…Do banks fuel climate change? (2022)Do banks fuel climate change?This Changes Everything: Climate Shocks and Sovereign Bonds (2020)This Changes Everything: Clim…Feeling the Heat: Climate Risks and the Cost of Sovereign Borrowing (2020)Feeling the Heat: Climate Ris…Quantifying Economic Damages from Climate Change (2018)Quantifying Economic Damages …The Economic Impacts of Climate Change (2017)The Economic Impacts of Clima…Quantifying the economic risks of climate change (2017)Quantifying the economic risk…Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression (2017)Oil price shocks, economic po…The pricing of sovereign risk and contagion during the European sovereign debt crisis (2012)The pricing of sovereign risk…A simple approach to quantile regression for panel data (2011)A simple approach to quantile…Sovereign Spreads (2010)Sovereign SpreadsDeterminants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt (2010)Determinants of Sovereign Ris…The Dynamic Pricing of Sovereign Risk in Emerging Markets (2008)The Dynamic Pricing of Sovere…Testing slope homogeneity in large panels (2007)Testing slope homogeneity in …On climate change and economic growth (2004)On climate change and economi…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing for unit roots in heterogeneous panels (2003)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Multivariate regression models for panel data (1982)Innovation and firm growth: Does firm age play a role? (2015)The effects of FDI, economic growth and energy consumption on carbon emissions in ASEAN-5: Evidence from panel quantile regression (2016)Quantile regression with nonadditive fixed effects (2022)Endogenous Technological Change (1989)Endogenous Technological Change (1990)A Contribution to the Empirics of Economic Growth (1992)Issues related to mitigation in the long term context (2012)Natural disasters and economic growth: A meta-analysis (2014)Endogenous Growth, Convexity of Damage and Climate Risk: How Nordhaus' Framework Supports Deep Cuts in Carbon Emissions (2015)Oil and the Macroeconomy since World War II (1983)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)The Impact of Uncertainty Shocks (2009)Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index (2018)Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike? (2019)Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions (2020)A new scenario framework for climate change research: the concept of shared socioeconomic pathways (2013)What Do We Learn from the Weather? The New Climate-Economy Literature (2014)Global non-linear effect of temperature on economic production (2015)Estimating the Economic Impacts of Climate Change Using Weather Observations (2019)The mortality cost of carbon (2021)The missing risks of climate change (2022)A Contribution to the Theory of Economic Growth (1956)The Colonial Origins of Comparative Development: An Empirical Investigation (2001)The Economics of Climate Change (2007)Estimates of the Social Cost of Carbon: Concepts and Results from the DICE-2013R Model and Alternative Approaches (2014)The Economic Impacts of Natural Disasters: A Review of Models and Empirical Studies (2019)Long-term macroeconomic effects of climate change: A cross-country analysis (2021)American Economic Review (2019)The GDP-Temperature relationship: Implications for climate change damages (2021)Underestimating the Challenges of Avoiding a Ghastly Future (2021)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Default Risk of Advanced Economies: An Empirical Analysis of Credit Default Swaps during the Financial Crisis (2011)Credit Default Swaps: A Survey (2014)Political Risk Spreads (2014)Specification Tests in Econometrics (1978)Analysis of Panel Data (2003)A simple panel unit root test in the presence of cross‐section dependence (2007)Investigation of environmental Kuznets curve for ecological footprint: The role of energy and financial development (2018)Green growth and low carbon emission in G7 countries: How critical the network of environmental taxes, renewable energy and human capital is? (2020)The dynamic impact of natural resources, technological innovations and economic growth on ecological footprint: An advanced panel data estimation (2020)Determinants and Impact of Sovereign Credit Ratings (1996)The Dynamics of Spillover Effects during the European Sovereign Debt Turmoil (2012)Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures (2015)
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References

  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 2007Testing slope homogeneity in large panels6,035 cited
  • 2011A simple approach to quantile regression for panel data1,188 cited
  • 2017The Economic Impacts of Climate Change818 cited
  • 2012The pricing of sovereign risk and contagion during the European sovereign debt crisis567 cited
  • 2010Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt530 cited
  • 2018Quantifying Economic Damages from Climate Change463 cited
  • 2004On climate change and economic growth439 cited
  • 2017Quantifying the economic risks of climate change373 cited
  • 2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression304 cited
  • 2022Do banks fuel climate change?212 cited
  • 2022Land-based climate change mitigation measures can affect agricultural markets and food security207 cited
  • 2020This Changes Everything: Climate Shocks and Sovereign Bonds201 cited
  • 2020Feeling the Heat: Climate Risks and the Cost of Sovereign Borrowing193 cited
  • 2008The Dynamic Pricing of Sovereign Risk in Emerging Markets

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  • 2010Sovereign Spreads163 cited
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