The asset-pricing implications of carbon risk in Korea
Year of publication: |
2024
|
---|---|
Authors: | Park, Dojoon ; Lee, Jiyoon ; Park, Hyejin |
Published in: |
Journal of international financial management & accounting. - Oxford : Wiley-Blackwell, ISSN 1467-646X, ZDB-ID 2016478-6. - Vol. 35.2024, 1, p. 7-35
|
Subject: | carbon risk | empirical asset pricing | Fama-Macbeth regression | GMM | Treibhausgas-Emissionen | Greenhouse gas emissions | Südkorea | South Korea | CAPM | Momentenmethode | Method of moments | Risiko | Risk | Klimawandel | Climate change | Regressionsanalyse | Regression analysis | Theorie | Theory | Emissionshandel | Emissions trading | Risikoprämie | Risk premium |
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