Climate change news risk and CDS spreads

Ferri, Luigi Maria (A.A. 2020/2021) Climate change news risk and CDS spreads. Tesi di Laurea in Advanced financial economics, Luiss Guido Carli, relatore Paolo Porchia, pp. 58. [Master's Degree Thesis]

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Measuring transition risk. Transition risk and credit dynamics. Credit default swaps in climate finance literature. News-based measure of exposure to climate risk. Constructing a climate change news index. Hedging climate change news. Empirical model. Data. Descriptive statistics. Regression results.


Bibliografia: pp. 41-44.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Advanced financial economics
Thesis Supervisor: Porchia, Paolo
Thesis Co-Supervisor: Canofari, Paolo
Academic Year: 2020/2021
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 08 Sep 2022 15:39
Last Modified: 08 Sep 2022 15:39


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