Euro Area banks' sensitivity to changes in carbon price
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- Livieri, Giulia & Radi, Davide & Smaniotto, Elia, 2024. "Pricing transition risk with a jump-diffusion credit risk model: evidences from the CDS market," LSE Research Online Documents on Economics 123650, London School of Economics and Political Science, LSE Library.
- Martijn Boermans, 2022. "A literature review of securities holdings statistics research and a practitioner’s guide," Working Papers 757, DNB.
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More about this item
Keywords
climate change; empirical banking; financial networks; transition risk;All these keywords.
JEL classification:
- Q48 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Government Policy
- Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming
- Q58 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Environmental Economics: Government Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2022-04-18 (Banking)
- NEP-EEC-2022-04-18 (European Economics)
- NEP-ENE-2022-04-18 (Energy Economics)
- NEP-ENV-2022-04-18 (Environmental Economics)
- NEP-FDG-2022-04-18 (Financial Development and Growth)
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