SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Reduced interest option pricing for green bonds
16 references·1 citing·44 second hop
Reduced interest option pricing for green bonds (2024)Reduced interest option pricing for green…Where's the Greenium? (2019)Where's the Greenium?The green advantage: Exploring the convenience of issuing green bonds (2019)The green advantage: Explorin…Do Investors Care about Carbon Risk? (2019)Do Investors Care about Carbo…The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)The effect of pro-environment…Do Shareholders Benefit from Green Bonds? (2018)Do Shareholders Benefit from …Corporate Green Bonds (2018)Corporate Green BondsA Climate Stress-Test of the Financial System (2016)A Climate Stress-Test of the …‘Climate value at risk’ of global financial assets (2016)‘Climate value at risk’ of gl…Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (2013)Can Time‐Varying Risk of Rare…Disaster Risk and Business Cycles (2012)Disaster Risk and Business Cy…Rare Disasters, Asset Prices, and Welfare Costs (2009)Rare Disasters, Asset Prices,…Disagreement, tastes, and asset prices (2006)Disagreement, tastes, and ass…Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study (1997)Preference Parameters and Beh…The Dual Theory of Choice under Risk (1987)The Dual Theory of Choice und…Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)Stochastic Consumption, Risk …Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…Nurturing nature: The role of green finance in reviving urban biodiversity (2025)Nurturing nature: The role of…A theory of anticipated utility (1982)Prospect theory: An analysis of decision under risk (1988)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Advances in prospect theory: Cumulative representation of uncertainty (1992)Individual differences in reasoning: Implications for the rationality debate? (2000)Subjective probability and expected utility without additivity (2004)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)On estimating the expected return on the market (1980)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Risk as feelings. (2001)Financial Literacy and Stock Market Participation (2007)Greenhouse-gas emission targets for limiting global warming to 2 °C (2009)Systemic risk in banking ecosystems (2011)The geographical distribution of fossil fuels unused when limiting global warming to 2 °C (2015)Climate change challenges for central banks and financial regulators (2018)Climate Change, Financial Stability and Monetary Policy (2018)Central bank mandates, sustainability objectives and the promotion of green finance (2021)A Theory of the Term Structure of Interest Rates (1985)The equity premium: A puzzle (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Expectations of Returns and Expected Returns (2014)Feverish Stock Price Reactions to COVID-19* (2020)A Natural-Resource-Based View of the Firm (1995)Toward a New Conception of the Environment-Competitiveness Relationship (1995)Illiquidity and stock returns: cross-section and time-series effects (2002)Firms and social responsibility: A review of ESG and CSR research in corporate finance (2021)Corporate financing and investment decisions when firms have information that investors do not have (1984)Common risk factors in the returns on stocks and bonds (1993)Risk, Return, and Equilibrium: Empirical Tests (1973)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Importance of Climate Risks for Institutional Investors (2019)Sustainable investing in equilibrium (2020)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Job Market Signaling (1973)Climate Risk Disclosure and Institutional Investors (2023)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Option pricing: A simplified approach (1979)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)
this work references cited by second hop

References

  • 1973Theory of Rational Option Pricing8,084 cited
  • 2019Do Investors Care about Carbon Risk?3,593 cited
  • 2018Corporate Green Bonds3,109 cited
  • 1987The Dual Theory of Choice under Risk2,426 cited
  • 1997Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study2,399 cited
  • 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
  • 2018The effect of pro-environmental preferences on bond prices: Evidence from green bonds1,535 cited
  • 2018Do Shareholders Benefit from Green Bonds?1,351 cited
  • 2016A Climate Stress-Test of the Financial System1,317 cited
  • 2013Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?981 cited
  • 2009Rare Disasters, Asset Prices, and Welfare Costs856 cited
  • 2019The green advantage: Exploring the convenience of issuing green bonds739 cited
  • 2012Disaster Risk and Business Cycles737 cited
  • 2016‘Climate value at risk’ of global financial assets731 cited
  • 2006Disagreement, tastes, and asset prices694 cited
  • 2019

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Where's the Greenium?
570 cited

Cited by

  • 2025Nurturing nature: The role of green finance in reviving urban biodiversity15 cited