Pricing climate-related risks in the bond market
Year of publication: |
2021
|
---|---|
Authors: | Agliardi, Elettra ; Agliardi, Rossella |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 54.2021, p. 1-18
|
Subject: | Climate-related risks | Compound Poisson process | Defaultable bonds | Sustainable finance | Risiko | Risk | Anleihe | Bond | Rentenmarkt | Bond market | Kreditrisiko | Credit risk | Unternehmensanleihe | Corporate bond | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Klimawandel | Climate change |
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