Credit Risk and Disaster Risk

By François Gourio. 2013

191 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/6bc937141a3d67d15bdb0d4a3cd1129cf3b19e51

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1. Dirk Krueger
2. Fabrizio Perri
3. K. Mitman

Citations in the corpus

• Climate Regulatory Risks and Corporate Bonds (2020, unknown): “These results of investor holding changes along with our triple-difference analyses of (8)See, for example, Heinkel et al. (2001); Pastor et al.”
• Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle (2018, unknown): “Gourio (2013) incorporates time varying aggregate risk and thus allows risk premia to contribute to spreads.”
• Macroeconomics and Household Heterogeneity (2016, background): “(6) 26 This chapter shares the focus on rare but large economic crises with the body of work on rare disasters, see e.g. Rietz (1988), Barro (2006) and Gourio (2013).”