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Global credit risk : world, country and industry factors

Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - 2015

area sovereign debt crises. We find that macro and default-specific world factors are a primary source of default …

Persistent link: https://www.econbiz.de/10010484886

Recessions after systemic banking crises : does it matter how governments intervene?

Wijnbergen, Sweder van; Homar, Timotej - 2013

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Systemic risk diagnostics : coincident indicators and early warning signals

Schwaab, Bernd; Lucas, André; Koopman, Siem Jan - 2010

Persistent link: https://www.econbiz.de/10008771823

The impacts of oil price volatility on financial stress : is the COVID-19 period different?

Sheng, Xin; Kim, Woo Joong; Gupta, Rangan - 2021

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The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses

Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan - 2021

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Inflation-inequality puzzle : is it still apparent?

Berisha, Edmond; Gharehgozli, Orkideh; Gupta, Rangan - 2022

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Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests

Apergēs, Nikolaos; Gavriilidis, Konstantinos; Gupta, Rangan - 2021

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The pricing of climate transition risk in Europe's equity market

Loyson, Philippe; Luijendijk, Rianne; Wijnbergen, Sweder van - 2023

Persistent link: https://www.econbiz.de/10014325868

Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models

Ҫepni, Oğuzhan; Christou, Christina; Gupta, Rangan - 2022

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The pricing of climate transition risk in Europe's equity market

Loyson, Philippe; Luijendijk, Rianne; Wijnbergen, Sweder van - 2023

We assess whether climate transition risk is priced in Europe's equity market by analysing relative equity returns of high versus low CO2-emitting firms. We use a panel data set covering firm-specific carbon emissions of 1,555 European companies over the period 2005-2019. We add to the existing...

Persistent link: https://www.econbiz.de/10014317319