Do markets value ESG risks in sovereign credit curves?
Year of publication: |
2022
|
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Authors: | Hübel, Benjamin |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 85.2022, p. 134-148
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Subject: | CDS curves | Country sustainability | Credit default swaps | Sovereign credit spreads | Term structure | Welt | World | Kreditderivat | Credit derivative | Zinsstruktur | Yield curve | Länderrisiko | Country risk | Öffentliche Anleihe | Public bond | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Kreditwürdigkeit | Credit rating |
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