Modeling the global sovereign credit network under climate change
Year of publication: |
2023
|
---|---|
Authors: | Yang, Lu ; Hamori, Shigeyuki |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 87.2023, p. 1-13
|
Subject: | Climate change | Extremal connectedness | Extreme weather | Sovereign credit default swap | Klimawandel | Welt | World | Kreditderivat | Credit derivative | Wetter | Weather | Länderrisiko | Country risk | Öffentliche Anleihe | Public bond |
-
The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets
Mili, Mehdi, (2019)
-
Yang, Lu, (2018)
-
Rashid, Abdul, (2017)
- More ...
-
Yang, Lu, (2013)
-
Yang, Lu, (2015)
-
Dependence structure among international stock markets: a GARCH--copula analysis
Yang, Lu, (2013)
- More ...