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Analysing the link between environmental performance and sovereign credit risk

Authors :
Maria E. de Boyrie
Ivelina Pavlova
Source :
Applied Economics. 52:5949-5966
Publication Year :
2020
Publisher :
Informa UK Limited, 2020.

Abstract

This study investigates the effects of a country’s environmental performance on sovereign credit risk. We use sovereign credit default swap (CDS) spreads for a large panel of countries to analyse w...

Details

ISSN :
14664283 and 00036846
Volume :
52
Database :
OpenAIRE
Journal :
Applied Economics
Accession number :
edsair.doi...........7fce07f53d7d2655974ecd2d16596506
Full Text :
https://doi.org/10.1080/00036846.2020.1781772