Measuring ESG risk premia with contingent claims-Reference-Cited by-同舟云学术

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Measuring ESG risk premia with contingent claims

Published:2024-09-03 Issue: Volume: Page:1-24
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

Michopoulos Ioannis¹,Bougias Alexandros¹,Episcopos Athanasios²,Livanis Efstratios³

Affiliation:

1. Complex Securities and Financial Instruments, Stout Risius Ross, New York, United States of America

2. Department of Accounting and Finance, Athens University of Economics and Business, Athens, Greece

3. Department of Accounting and Finance, University of Macedonia, Thessaloniki, Greece

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2024.2394550

Reference42 articles.

1. Exploiting default probabilities in a structural model with nonconstant barrier

2. ESG scores and cost of debt

3. The role of environmental, social, and governance rating on corporate debt structure

4. Esg and Corporate Credit Spreads;Barth F.;The Journal of Risk Finance,2022

5. Forecasting Default with the Merton Distance to Default Model

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