Spillover among sovereign credit risk and the role of climate uncertainty
Year of publication: |
2024
|
---|---|
Authors: | Naifar, Nader |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 61.2024, Art.-No. 104935, p. 1-11
|
Subject: | Climate Uncertainty | Credit default swap | Joint connectedness approach | Sovereign credit risk | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Klimawandel | Climate change | Spillover-Effekt | Spillover effect | Welt | World | Länderrisiko | Country risk | Risiko | Risk |
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