The impact of climate change on credit risk
Novella, Simone (A.A. 2021/2022) The impact of climate change on credit risk. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 40. [Master's Degree Thesis]
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Abstract/Index
Literature and hypotheses. Methodology. The measure of credit risk. Dataset and variables. Empirical analysis. Results of regression analysis. The impact of the Paris agreement. Robustness checks. Comparison with the benchmark. Methodological extension. Econometric extension.
References
Bibliografia: pp. 35-38.
| 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: | Empirical finance |
| Thesis Supervisor: | Morelli, Giacomo |
| Thesis Co-Supervisor: | Carlini, Federico Carlo Eugenio |
| Academic Year: | 2021/2022 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 04 Oct 2022 09:09 |
| Last Modified: | 04 Oct 2022 09:09 |
| URI: | https://tesi.luiss.it/id/eprint/33530 |
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