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Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks Affects the CDS Term Structure

Citations

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Cited by:

  1. Huang, Shirley Hsueh-Li & Hu, Guo-Hsin & Hsu, Ming-Fu, 2025. "Identifying contextual content-based risk drivers for advanced risk management strategies," Research in International Business and Finance, Elsevier, vol. 73(PB).
  2. Michele Azzone & Matteo Ghesini & Davide Stocco & Lorenzo Viola, 2025. "Physical Climate Risk in Asset Management," Papers 2504.19307, arXiv.org, revised Oct 2025.
  3. Ferriani, Fabrizio & Pericoli, Marcello, 2026. "ESG risks and corporate viability: Insights from default probability term structure analysis," International Review of Financial Analysis, Elsevier, vol. 112(C).
  4. Kai Nomura & Masashi Yamamoto, 2025. "Plastic reduction and firm characteristics: Evidence from (non-) financial information in Japan," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 27(3), pages 405-429, July.
  5. Du, Wenqin & Liang, Peng, 2026. "Power infrastructure and corporate climate-related disclosure," International Review of Financial Analysis, Elsevier, vol. 115(C).
  6. Borsuk, Marcin & Du, Zhuoya & Duan, Tinghua & Kowalewski, Oskar & Qi, Jianping & Shrimali, Gireesh, 2026. "Twin threats: The compound effect of transition and physical climate risks on firms' credit ratings," Journal of Corporate Finance, Elsevier, vol. 98(C).
  7. Duong, Huu Nhan & Kalev, Petko S. & Kalimipalli, Madhu & Trivedi, Saurabh, 2025. "Do firms benefit from carbon risk management? Evidence from the credit default swaps market," Journal of Corporate Finance, Elsevier, vol. 94(C).
  8. Zhao, Lili & Lin, Yutong & Liu, Zhenhao & Yang, Guozheng, 2026. "Examining climate risk attention in stock markets: insights from quantile-on-quantile regression," The North American Journal of Economics and Finance, Elsevier, vol. 81(C).
  9. Hu, Zinan & Borjigin, Sumuya, 2025. "Climate information disclosure quality and systemic risk in the U.S. banking industry," Journal of Financial Stability, Elsevier, vol. 79(C).
  10. Imerman, Michael B. & Ye, Xiaoxia & Zhao, Ran, 2025. "Voluntary disclosures and climate change uncertainty: Evidence from CDS premiums," Journal of Corporate Finance, Elsevier, vol. 94(C).
  11. Dallocchio, Maurizio & D’Ercole, Francesco & Frascati, Domenico & Mariani, Massimo, 2025. "Climate transition and the speed of leverage adjustment," International Review of Financial Analysis, Elsevier, vol. 102(C).
  12. Cho, Rachel & Görtz, Christoph & McGowan, Danny & Schröder, Max, 2025. "Defining Current and Expected Financial Constraints using AI: Reinterpreting the Cash Flow Sensitivity of Cash," Discussion Papers escoe-dp-2025-11, Economic Statistics Centre of Excellence.
  13. Abinzano, Isabel & Corredor, Pilar & Mansilla-Fernández, José Manuel, 2026. "Physical climate risk and banks’ credit risk: Worldwide evidence," The North American Journal of Economics and Finance, Elsevier, vol. 81(C).
  14. Mammetti, Veronica & Zenios, Stavros A. & Morelli, Giacomo, 2026. "Are sovereign debts sustainable under energy transition?," Energy Economics, Elsevier, vol. 157(C).
  15. Mbanyele, William & Liu, Ying & Qu, Xinwei & Huang, Hongyun, 2025. "How does green industrial policy influence institutional investor ownership? Evidence from a quasi-natural experiment," Global Finance Journal, Elsevier, vol. 68(C).
  16. Liu, Dan, 2025. "Seeing is believing: Forecasting oil market returns with artificial intelligence-powered visual climate change perception," Global Finance Journal, Elsevier, vol. 68(C).
  17. Zhou, Yi, 2026. "Weather risk and financial markets: Credit risk, stock returns, and corporate fundamentals," Global Finance Journal, Elsevier, vol. 70(C).
  18. Rahman, Sohanur, 2024. "The importance of green patents for CDS pricing: The role of environmental disclosures," Energy Economics, Elsevier, vol. 139(C).
  19. Matilde Faralli & Francesco Ruggiero, 2025. "The Rise of Climate Risks: Evidence from Firms' Expected Default Frequencies," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 62, Bank of Italy, Directorate General for Markets and Payment System.
  20. Shirley Lu & George Serafeim & Simon Xu & MarcAntonio Awada, 2025. "Tracking business opportunities for climate solutions using AI in regulated accounting reports," Nature Communications, Nature, vol. 16(1), pages 1-20, December.
  21. Benkraiem, Ramzi & Dimic, Nebojsa & Piljak, Vanja & Swinkels, Laurens & Vulanovic, Milos, 2025. "Media-based climate risks and international corporate bond market," Journal of International Money and Finance, Elsevier, vol. 151(C).
  22. Noailly, Joëlle & Nowzohour, Laura & van den Heuvel, Matthias & Pla, Ireneu, 2024. "Heard the news? Environmental policy and clean investments," Journal of Public Economics, Elsevier, vol. 238(C).
  23. Rachel Cho & Christoph Görtz & Danny McGowan & Max Schröder, 2025. "Defining Current and Expected Financial Constraints Using AI: Reinterpreting the Cash Flow Sensitivity of Cash," CESifo Working Paper Series 12054, CESifo.
  24. Zhou, Peng & Li, Xiang & Shi, Xing & Jiang, Kun, 2025. "Spillover of the carbon risk along the supply chain: Evidence from the U.S. corporate bond market," Journal of Business Research, Elsevier, vol. 201(C).
  25. Alberta Di Giuli & Alexandre Garel & Roni Michaely & Arthur Romec, 2026. "Climate Change and Mutual Fund Voting on Climate Proposals," Management Science, INFORMS, vol. 72(2), pages 1253-1276, February.
  26. Yi Zhou, 2026. "Using Generative AI to predict the weather impact on future stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 66(4), pages 1569-1606, May.
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