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Corporate debt value under transition scenario uncertainty
16 references·1 citing·35 second hop
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References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*11,230 cited
  • 2003Financial Modelling with Jump Processes3,261 cited
  • 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
  • 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,422 cited
  • 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
  • 2009On Modeling and Interpreting the Economics of Catastrophic Climate Change1,813 cited
  • 1981Point Processes and Queues1,652 cited
  • 2001Term Structures of Credit Spreads with Incomplete Accounting Information1,321 cited
  • 2016A Climate Stress-Test of the Financial System1,317 cited
  • 2016‘Climate value at risk’ of global financial assets731 cited
  • 2020Climate Change News Risk and Corporate Bond Returns557 cited
  • 2005A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models438 cited
  • 2018Projections and Uncertainties about Climate Change in an Era of Minimal Climate Policies437 cited
  • 2019Climate Risk and Financial Stability in the Network of Banks and Investment Funds381 cited
  • 2006Induced Technological Change: Exploring its Implications for the Economics of Atmospheric Stabilization: Synthesis Report from the innovation Modeling Comparison Project

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237 cited
  • 2002Optimal capital structure and endogenous default214 cited
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    • 2023Climate Credit Risk and Corporate Valuation16 cited