Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
dc.contributor.author | Caporin, Massimiliano | |
dc.contributor.author | Caraiani, Petre | |
dc.contributor.author | Cepni, Oguzhan | |
dc.contributor.author | Gupta, Rangan | |
dc.contributor.email | rangan.gupta@up.ac.za | |
dc.date.accessioned | 2025-07-09T11:41:25Z | |
dc.date.available | 2025-07-09T11:41:25Z | |
dc.date.issued | 2025-06 | |
dc.description | DATA AVAILABILITY : Data will be made available on request. | |
dc.description.abstract | Please read abstract in the article. | |
dc.description.department | Economics | |
dc.description.librarian | hj2025 | |
dc.description.sdg | SDG-08: Decent work and economic growth | |
dc.description.sdg | SDG-13: Climate action | |
dc.description.uri | https://www.elsevier.com/locate/intfin | |
dc.identifier.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. | |
dc.identifier.issn | 1042-4431 (print) | |
dc.identifier.issn | 1873-0612 (online) | |
dc.identifier.other | 10.1016/j.intfin.2025.102156 | |
dc.identifier.uri | http://hdl.handle.net/2263/103258 | |
dc.language.iso | en | |
dc.publisher | Elsevier | |
dc.rights | © 2025 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/). | |
dc.subject | State stock markets | |
dc.subject | Systemic stress | |
dc.subject | Climate risks | |
dc.subject | Quantile predictions | |
dc.title | Predicting the conditional distribution of US stock market systemic stress : the role of climate risks | |
dc.type | Article |
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