ESG rating provider. We find that loan spreads of downgraded ESG-rated firms in the secondary corporate loan market …-concerned lenders. We show that also loan spreads of private (unrated) firms in industries affected by ESG rating downgrades increase …

in ex post credit spreads to Brazilian firms. We develop a quantitative dynamic general equilibrium model in which … dispersion in spreads arises from intermediation costs and market power. Calibrating to the Brazilian data, we show that, for … equivalent levels of external financing, spreads have profound impacts on aggregate development indeed moreso than credit …

We study whether climate transition risk is reflected in the credit default swap (CDS) spreads of firms. Using … risk (CTR) factor, and document how this factor shifts the term structure of the CDS spreads of more vulnerable firms but …

two empirical questions: the effects of monetary policy shocks in the US and the effects of sovereign bonds spreads shocks … EA governments bonds spreads, monetary policy quickly turns expansionary, corporate borrowing conditions worsen on impact …

in ex post credit spreads to Brazilian firms. We develop a quantitative dynamic general equilibrium model in which … dispersion in spreads arises from intermediation costs and market power. Calibrating to the Brazilian data, we show that, for … equivalent levels of external financing, spreads have profound impacts on aggregate development indeed moreso than credit …