Climate risk in structural credit models

DOI10.1007/978-3-031-50597-3_7MaRDI QIDQ6610450zbMATH OpenFDO

Authors Alexander Blasberg, Rüdiger Kiesel

Publication date 25 September 2024

Full work available at URL https://doi.org/10.1007/978-3-031-50597-3_7

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Credit risk (91G40)

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Cited in

(1)

• Climate risk and the natural interest rate: an E-DSGE perspective

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