Ask BERT : how regulatory disclosure of transition and physical climate risks affects the CDS term structure
Julian F Kölbel, Markus Leippold, Jordy Rillaerts, and Qian Wang
| Year of publication: |
2024
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|---|---|
| Authors: | Kölbel, Julian ; Leippold, Markus ; Rillaerts, Jordy ; Wang, Qian |
| Subject: | climate risk disclosure | CDS spreads | 10-K filings | physical risks | transition risks | BERT model | Risiko | Risk | Kreditderivat | Credit derivative | Klimawandel | Climate change | Kreditrisiko | Credit risk | Unternehmenspublizität | Corporate disclosure | Risikomanagement | Risk management | Zinsstruktur | Yield curve | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbac027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014526303