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Keywords: systemic risk
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Journal Articles
Journal:
Review of Corporate Finance
Review of Corporate Finance (2024) 4 (1-2): 127–150.
Published: 18 April 2024
...Yuna Heo This paper explores how climate change affects bank fragility. The main results show that both physical and transitional climate changes lead to substantial increases in systemic risk. The effect is more pronounced for banks with higher climate change exposure, higher loan portfolio...
Journal Articles
Journal:
Review of Corporate Finance
Review of Corporate Finance (2024) 4 (1-2): 151–176.
Published: 18 April 2024
... Attribution-NonCommercial license http://creativecommons.org/licenses/by-nc/4.0/ . The written permission of Emerald Publishing Limited must be obtained for commercial re-use. C50 G21 Transition risk GJR-GARCH systemic risk Nowadays, climate change plays a key role in daily debates...
