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Climate Change Risk and the Costs of Mortgage Credit

Citations

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Cited by:

  1. Chircop, Justin & Nguyen, Nhat Q. & Nguyen, Tri T., 2025. "Climate news and accounting comparability," Advances in accounting, Elsevier, vol. 69(C).
  2. Alexandra Lefevre & Agnes Tourin, 2023. "Incorporating Climate Risk into Credit Risk Modeling: An Application in Housing Finance," FinTech, MDPI, vol. 2(3), pages 1-27, September.
  3. Lei, Ziqi & Li, Ping & Wang, Yujing, 2025. "The effect of compound heat-drought risk on municipal corporate bonds pricing: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 79(C).
  4. Carlo Altavilla & Marco Pagano & Miguel Boucinha & Andrea Polo, 2023. "Climate Risk, Bank Lending and Monetary Policy," CSEF Working Papers 687, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  5. Kendra Marcoux & Katherine R. H. Wagner, 2023. "Fifty Years of U.S. Natural Disaster Insurance Policy," CESifo Working Paper Series 10431, CESifo.
  6. Aslan, Caglayan & Bulut, Erdem & Cepni, Oguzhan & Yilmaz, Muhammed Hasan, 2022. "Does climate change affect bank lending behavior?," Economics Letters, Elsevier, vol. 220(C).
  7. Tran, Ly Thi Hai & Ho, Tuan & Ho, Hoai Thu & Phung, Nam Duc, 2024. "Climate vulnerability and capital structure: Moderating effect of financial development, financial constraints, and 2015 Paris Agreement," International Review of Economics & Finance, Elsevier, vol. 96(PC).
  8. Demetriades, Elias & Politsidis, Panagiotis N., 2025. "Bank lending to fossil fuel firms," Journal of Financial Stability, Elsevier, vol. 76(C).
  9. Chen, Yiyang & Mamon, Rogemar & Spagnolo, Fabio & Spagnolo, Nicola, 2025. "Stock market returns and climate risk in the U.S," Journal of Multinational Financial Management, Elsevier, vol. 77(C).
  10. Sidharth Moktan & Benjamin Guin & Liam Clarke, 2025. "The anatomy of a shock to residential real estate: the role of lending," Bank of England working papers 1111, Bank of England.
  11. Zheng, Chen & Sun, Zhiyue, 2025. "Organisation capital: A key asset for mitigating firm-level climate change exposure," Journal of Contemporary Accounting and Economics, Elsevier, vol. 21(3).
  12. Justin Contat & Carrie Hopkins & Luis Mejia & Matthew Suandi, 2024. "When climate meets real estate: A survey of the literature," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 52(3), pages 618-659, May.
  13. Pavlič, Domen & Volk, Matjaž & Marinč, Matej, 2026. "When faced with reality: How extreme weather events influence bank lending," Research in International Business and Finance, Elsevier, vol. 81(C).
  14. Carè, R. & Weber, O., 2023. "How much finance is in climate finance? A bibliometric review, critiques, and future research directions," Research in International Business and Finance, Elsevier, vol. 64(C).
  15. repec:hal:journl:hal-04790588 is not listed on IDEAS
  16. Muhammad Umar & Farzan Yahya & Amad Rashid, 2025. "Climate risk and loan pricing: the moderating role of trilemma policy choices," Economic Change and Restructuring, Springer, vol. 58(4), pages 1-40, August.
  17. Trinh, Vu Quang & Trinh, Hai Hong & Li, Teng & Vo, Xuan Vinh, 2024. "Climate change exposure, financial development, and the cost of debt: Evidence from EU countries," Journal of Financial Stability, Elsevier, vol. 74(C).
  18. Xu Zhang & Xing Bao, 2025. "Sustainable Transformation: The Impact of Climate Risk Perception on Corporate Operational Resilience in China," Sustainability, MDPI, vol. 17(8), pages 1-19, April.
  19. Kryzanowski, Lawrence & Wu, Tingting & Wu, Yanting, 2025. "Impact of carbon prices on household behaviors in housing transactions," International Review of Financial Analysis, Elsevier, vol. 104(PA).
  20. Corina MURAFA & Theodor COJOIANU, 2023. "Financial Instruments for Decarbonization: Likely Pathways in the Romanian Economy," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 24(2), pages 198-209, May.
  21. Elsa Allman, 2022. "Pricing climate change risk in corporate bonds," Journal of Asset Management, Palgrave Macmillan, vol. 23(7), pages 596-618, December.
  22. Nicola Garbarino & Benjamin Guin & Jonathan Lee, 2022. "The Effects of Subsidized Flood Insurance on Real Estate Markets," Bank of England working papers 995, Bank of England.
  23. Gill, Balbinder Singh, 2024. "COVID-19 mortality risk premium and the interest rate on mortgage loans," International Review of Financial Analysis, Elsevier, vol. 93(C).
  24. Vollmar, Steffen & Wening, Fabian, 2024. "Does heat stress deteriorate the quality of banks’ loan portfolios? Evidence from U.S. community banks," Finance Research Letters, Elsevier, vol. 69(PB).
  25. Cella, Cristina & Schubert, Valentin, 2026. "Severe Weather and Collateral Practices," Working Paper Series 460, Sveriges Riksbank (Central Bank of Sweden).
  26. Petre Caraiani & Carolyn Chisadza & Rangan Gupta, 2024. "Does Climate Affect Investments? Evidence from Firms in the United States," Working Papers 202448, University of Pretoria, Department of Economics.
  27. Elias Demetriades & Panagiotis Politsidis, 2025. "Bank lending to fossil fuel firms," Post-Print hal-04804492, HAL.
  28. Schaefer, Kerstin J. & Tuitjer, Leonie & Levin-Keitel, Meike, 2021. "Transport disrupted – Substituting public transport by bike or car under Covid 19," Transportation Research Part A: Policy and Practice, Elsevier, vol. 153(C), pages 202-217.
  29. Li, Qianwen & Qian, Tingyu & Wang, Hui & Sun, Chuanwang, 2025. "Exploring the value of green: The impact factors on China's second-hand green housing prices based on geographically weighted Lasso regressions," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
  30. Duan, Tinghua & Li, Frank Weikai, 2024. "Climate change concerns and mortgage lending," Journal of Empirical Finance, Elsevier, vol. 75(C).
  31. Xiaoyue Qiu & Yaming Zhuang & Xiaqun Liu, 2025. "Climate Risk and Corporate Debt Financing: Evidence from Chinese A-Share-Listed Firms," Sustainability, MDPI, vol. 17(9), pages 1-27, April.
  32. Gasparini, Matteo, 2023. "Are financial markets pricing the net zero carbon transition? A reconsideration of the carbon premium," INET Oxford Working Papers 2023-23, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
  33. Beyene, Winta, 2025. "Disasters and lending signals: From borrower information to community characteristics," SAFE Working Paper Series 455, Leibniz Institute for Financial Research SAFE.
  34. Huan Zhu & Xinze Li & Qiuyun Zhao, 2026. "Does climate risk affect the carbon footprint of bank loans? Evidence from physical and transition risks," Economic Change and Restructuring, Springer, vol. 59(1), pages 1-21, February.
  35. Barbaglia, Luca & Fatica, Serena & Rho, Caterina, 2023. "Flooded credit markets: physical climate risk and small business lending," JRC Working Papers in Economics and Finance 2023-14, Joint Research Centre, European Commission.
  36. Brei, Michael & Mohan, Preeya & Perez Barahona, Agustin & Strobl, Eric, 2024. "Transmission of natural disasters to the banking sector: Evidence from thirty years of tropical storms in the Caribbean," Journal of International Money and Finance, Elsevier, vol. 141(C).
  37. Lee, Chien-Chiang & Zhang, Xiaoli & Lee, Chi-Chuan, 2024. "Does climate change matter for bank profitability? Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
  38. Sandra Eickmeier & Josefine Quast & Yves Schuler, 2024. "Macroeconomic and Financial Effects of Natural Disasters," CAMA Working Papers 2024-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  39. Sun, Chentong & Pan, Chu & Xu, Nuo, 2025. "Industry-level climate policy risk exposure and corporate ESG performance," Finance Research Letters, Elsevier, vol. 81(C).
  40. Gschossmann, Isabella & Kok, Christoffer & De Cicco, Valentina, 2025. "Bank lending implications of climate stress tests," Working Paper Series 3088, European Central Bank.
  41. Danielle S. Lazerson & Salman Tahsin, 2025. "FEMA declarations, local risk and cost of borrowing in california," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 49(1), pages 45-69, March.
  42. Alessi, Lucia & Duranovic, Anja & Kvedaras, Virmantas & Monasterolo, Irene, 2025. "From risks to opportunities: The impact of green public investment programs on sovereign yields," Research in International Business and Finance, Elsevier, vol. 77(PA).
  43. Georgios Chortareas & Fangyuan Kou & Alexia Ventouri, 2024. "Corporate pollution and reputational exposure," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 33(2), pages 149-178, May.
  44. Xudong An & Stuart A. Gabriel & Nitzan Tzur-Ilan, 2026. "The Effects of Wildfire and Distant Air Pollution on Household Financial Well-Being," Working Papers 26-02, Federal Reserve Bank of Philadelphia.
  45. Shouwei Li & Xin Wu, 2023. "How does climate risk affect bank loan supply? Empirical evidence from China," Economic Change and Restructuring, Springer, vol. 56(4), pages 2169-2204, August.
  46. Cao, Zhangfan & Chen, Steven Xianglong & Dong, Ting & Lee, Edward, 2025. "Climate change uncertainty and supply chain financing," The British Accounting Review, Elsevier, vol. 57(5).
  47. Stefano Battiston & Giacomo Bressan & Anja Duranovic & Irene Monasterolo, 2025. "Asset-level assessment of climate physical risk matters for adaptation finance," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Addressing climate change data needs: the central banks' contribution, volume 63, Bank for International Settlements.
  48. Peng, Pei & Guo, Yangli & Huang, Dengshi & Wang, Hui, 2025. "Climate change risk and bond risk premium," International Review of Financial Analysis, Elsevier, vol. 97(C).
  49. Chen, Sichong & Xu, Qiyuan & Zeng, Jingjing & Zhao, Yunfeng, 2025. "Ark amidst floods: Evidence from personal credit at a Chinese bank," International Review of Financial Analysis, Elsevier, vol. 106(C).
  50. Bank for International Settlements, 2023. "The effects of climate change-related risks on banks: a literature review," BCBS Working Papers 40, Bank for International Settlements.
  51. Michael C. S. Wong & Ho Ming Ho, 2023. "A Framework for Integrating Extreme Weather Risk, Probability of Default, and Loss Given Default for Residential Mortgage Loans," Sustainability, MDPI, vol. 15(15), pages 1-16, August.
  52. Fourné, Marius & Li, Xiang, 2025. "Climate policy and international capital reallocation," IWH Discussion Papers 20/2024, Halle Institute for Economic Research (IWH), revised 2025.
  53. Le, Anh-Tuan & Tran, Thao Phuong & Mishra, Anil V., 2023. "Climate risk and bank stability: International evidence," Journal of Multinational Financial Management, Elsevier, vol. 70.
  54. Mueller, Isabella & Nguyen, Huyen & Nguyen, Trang, 2025. "Carbon transition risk and corporate loan securitization," Journal of Financial Intermediation, Elsevier, vol. 63(C).
  55. Loa, Patrick & Hossain, Sanjana & Liu, Yicong & Nurul Habib, Khandker, 2022. "How has the COVID-19 pandemic affected the use of ride-sourcing services? An empirical evidence-based investigation for the Greater Toronto Area," Transportation Research Part A: Policy and Practice, Elsevier, vol. 155(C), pages 46-62.
  56. Chongwu Xia & Chong Guan & Ding Ding & Yun Teng, 2024. "Navigating Success in Carbon Offset Projects: A Deep Dive into the Determinants Using Topic Modeling," Sustainability, MDPI, vol. 16(4), pages 1-19, February.
  57. Fontana, Adele & Jarmulska, Barbara & Schwarz, Claudia & Scheid, Benedikt & Scheins, Christopher, 2025. "From flood to fire: is physical climate risk taken into account in banks’ residential mortgage rates?," Working Paper Series 3036, European Central Bank.
  58. Gill, Balbinder Singh, 2023. "Health uninsurance premium and mortgage interest rates," International Review of Financial Analysis, Elsevier, vol. 87(C).
  59. Pan, Zhilei & Li, Shouwei & Li, Jingwei & Gong, Chen, 2024. "Air pollution and bank risk taking: Evidence from China," Finance Research Letters, Elsevier, vol. 65(C).
  60. Fuchs, Larissa & Ngyuen, Huyen & Nguyen, Trang & Schaeck, Klaus, 2024. "Climate stress tests, bank lending, and the transition to the carbon-neutral economy," IWH Discussion Papers 9/2024, Halle Institute for Economic Research (IWH), revised 2024.
  61. Islam, Emdad & Singh, Mandeep, 2025. "Geographic diversification, climate risk, and bank lending: Evidence from farm loans," Journal of Financial Intermediation, Elsevier, vol. 63(C).
  62. Wang, Chao & Li, Mengyu & Liu, Xiaoxing, 2024. "Does credit carbon exposure affect banks' profits and risks? Evidence from China," Applied Energy, Elsevier, vol. 370(C).
  63. Gazi I. Kara & Youngsuk Yook, 2023. "Policy Uncertainty and Bank Mortgage Credit," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(4), pages 783-823, June.
  64. Ruizhi Liu & Jiajia Li & Mark Wu, 2025. "The Impact of Climate Change Risk on Corporate Debt Financing Capacity: A Moderating Perspective Based on Carbon Emissions," Sustainability, MDPI, vol. 17(14), pages 1-37, July.
  65. Erhemjamts, Otgontsetseg & Huang, Kershen & Tehranian, Hassan, 2024. "Climate risk, ESG performance, and ESG sentiment in US commercial banks," Global Finance Journal, Elsevier, vol. 59(C).
  66. Hao Dong & Tao Li, 2023. "Climate Economics and Finance: A Literature Review," Climate Economics and Finance, Anser Press, vol. 1(1), pages 29-45, November.
  67. Giacomo Bressan & Anja Đuranović & Irene Monasterolo & Stefano Battiston, 2024. "Asset-level assessment of climate physical risk matters for adaptation finance," Nature Communications, Nature, vol. 15(1), pages 1-13, December.
  68. Leonardo Gambacorta & Salvatore Polizzi & Alessio Reghezza & Enzo Scannella, 2023. "Do banks practice what they preach? Brown lending and environmental disclosure in the euro area," BIS Working Papers 1143, Bank for International Settlements.
  69. Zongxiao Wu & Ran Liu & Jiang Dai & Dan Luo, 2026. "Multimodal Insights into Credit Risk Modelling: Integrating Climate and Text Data for Default Prediction," Papers 2601.00478, arXiv.org.
  70. Cepni, Oguzhan & Şensoy, Ahmet & Yılmaz, Muhammed Hasan, 2024. "Climate change exposure and cost of equity," Energy Economics, Elsevier, vol. 130(C).
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