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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Abstract/Index
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.
References
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 |
| URI: | https://tesi.luiss.it/id/eprint/33270 |
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