Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
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Date
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Journal ISSN
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Publisher
Elsevier
Abstract
Please read abstract in the article.
Description
DATA AVAILABILITY : Data will be made available on request.
Keywords
State stock markets, Systemic stress, Climate risks, Quantile predictions
Sustainable Development Goals
SDG-08: Decent work and economic growth
SDG-13: Climate action
SDG-13: Climate action
Citation
Caporin, M., Caraian,i P., Cepni, O. & Gupta, R. 2025, 'Predicting the conditional distribution of US stock market systemic stress: the role of climate risks', Journal of International Financial Markets, Institutions and Money, vol. 101, art. 102156, pp. 1-21, doi : 10.1016/j.intfin.2025.102156.