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Displaying results 1 to 8 of 8.

  1. Domestic public debt in low-income countries
    trends and structure
    Author: Bua, Giovanna; Pradelli, Juan; Presbitero, Andrea
    Published: 2014
    Publisher:  World Bank, Poverty Reduction and Economic Management Network, Economic Policy and Debt Department, Washington, DC

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 2 (6777)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Policy research working paper ; 6777
    Subjects: Öffentliche Schulden; Schuldenmanagement; Entwicklungsländer
    Scope: Online-Ressource (26 S.), graph. Darst.
  2. A constrained choice?
    impact of concessionality requirements on borrowing behavior
    Author: Ahokpossi, Calixte; Allain, Laurence; Bua, Giovanna
    Published: 2014
    Publisher:  IMF, Washington, DC

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 301 (2014,176)
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9781498349727
    Other identifier:
    Series: IMF working paper ; 14/176
    Subjects: IWF-Kredit; Kreditrationierung; Schätzung; Wirkungsanalyse
    Scope: Online-Ressource (40 S.), graph. Darst.
  3. Transition versus physical climate risk pricing in European financial markets
    a text-based approach
    Author: Bua, Giovanna; Kapp, Daniel; Ramella, Federico; Rognone, Lavinia
    Published: [2022]
    Publisher:  European Central Bank, Frankfurt am Main, Germany

    We examine the existence of physical and transition climate risk premia in euro area equity markets. To do so, we develop two novel physical and transition risk indicators, based on text analysis, which are then used to gauge the presence of climate... more

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 534
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    We examine the existence of physical and transition climate risk premia in euro area equity markets. To do so, we develop two novel physical and transition risk indicators, based on text analysis, which are then used to gauge the presence of climate risk premia. Results suggest that climate risk premia for both, transition and physical climate risk, have increased since the time of the Paris Agreement. In addition, we investigate which metrics may be used by investors to proxy a firm's exposure to either physical or transition risk. To this end, we construct portfolios according to the most common firm-specific climate metrics and estimate the sensitivity of these portfolios to our risk indicators. We compare results from these firmlevel proxies to much simpler sectoral classifications to see if investors may simply pigeonhole firms into the industry they operate in. We find that firm level information appears to be used as a gauge for transition risk, in particular since 2015, whereas sectoral classifications appear insufficient. However, sectoral classification may be employed to broadly gauge firms' exposures to physical risk.

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789289952613
    Other identifier:
    hdl: 10419/264502
    Series: Working paper series / European Central Bank ; no 2677 (July 2022)
    Subjects: Climate risk premia; Transition risk; Physical risk; Text analysis
    Scope: 1 Online-Ressource (circa 46 Seiten), Illustrationen
  4. Physical and transition risk premiums in euro area corporate bond markets
    Author: Bats, Joost; Bua, Giovanna; Kapp, Daniel
    Published: [2023]
    Publisher:  De Nederlandsche Bank NV, Amsterdam, The Netherlands

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    ZSS 28
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: DNB working paper ; no. 761 (January 2023)
    Subjects: Climate risk; physical risk; transition risk; corporate bonds
    Scope: 1 Online-Ressource (circa 23 Seiten), Illustrationen
  5. Money market funds and unconventional monetary policy
    Author: Bua, Giovanna; Dunne, Peter G.; Sorbo, Jacopo
    Published: [2019]
    Publisher:  Central Bank of Ireland, [Dublin]

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 548
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Research technical paper / Central Bank of Ireland ; vol. 2019, no. 7
    Scope: 1 Online-Ressource (circa 44 Seiten), Illustrationen
  6. The portfolio rebalancing effects of the ECB’s asset purchase programme
    Author: Bua, Giovanna; Dunne, Peter G.
    Published: June 25, 2017
    Publisher:  Central Bank of Ireland, [Dublin]

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    Keine Speicherung
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    Volltext (kostenfrei)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Research technical paper / Central Bank of Ireland ; 07/RT/2017
    Subjects: Öffentlicher Sektor; Schuldenmanagement; Öffentliche Anleihe; Geldpolitik; Investmentfonds; Portfolio-Management; Anlageverhalten; Aktienmarkt; Eurozone; EU-Staaten
    Scope: 1 Online-Ressource (circa 38 Seiten), Illustrationen
  7. Physical and transition risk premiums in euro area corporate bond markets
    Author: Bats, Joost Victor; Bua, Giovanna; Kapp, Daniel
    Published: [2024]
    Publisher:  European Central Bank, Frankfurt am Main, Germany

    The European Union plays a prominent role in climate regulations initiatives, this commitment likely implies that climate risk premiums look different in Europe compared to the rest of the world. This paper examines the pricing implications of... more

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    Verlag (kostenfrei)
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 534
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    The European Union plays a prominent role in climate regulations initiatives, this commitment likely implies that climate risk premiums look different in Europe compared to the rest of the world. This paper examines the pricing implications of climate risks in euro area corporate bond markets, focusing on physical and transition risk. Using climate news as a gauge for systematic climate risk, we find a significant pricing effect of physical risk in long-term bonds, with investors demanding higher returns on bonds exposed to physical risk shocks. The estimated physical risk premium is 34 basis points, indicating increased awareness and hedging demand after the Paris Agreement. Transition risk premiums are smaller and less significant, reflecting the ongoing transition to a low-carbon economy. Our findings contribute to understanding climate risk pricing in the European bond markets, highlighting the importance of physical risk and the evolving nature of investor demand for climate-resilient assets.

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789289963794
    Other identifier:
    Series: Working paper series / European Central Bank ; no 2899
    Subjects: Climate physical risk; climate transition risk; corporate bonds; news index; intertemporal hedging demand
    Scope: 1 Online-Ressource (circa 33 Seiten), Illustrationen
  8. International risk taking channel in emerging markets
    Author: Bua, Giovanna
    Published: February 2016
    Publisher:  Università degli Studi di Milano, Department of Economics, Management and Quantitative Methods, Milano

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Keine Speicherung
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    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Università degli Studi di Milano, Dipartimento di Economia, Management e Metodi Quantitativi ; n. 2016, 01
    Subjects: Geldpolitische Transmission; Kapitalbilanz; Kapitalmobilität; USA; Schwellenländer
    Scope: 1 Online-Ressource (circa 38 Seiten), Illustrationen