Climate Regulatory Risks and Corporate Bonds
Open accessIntegrity signals
Registry
Cites
Statistics
Claims the paper makes
Claims other papers make about this one
Each is checked against this paper’s own text: does it say what the citing paper says it does?
Seltzer, Starks, and Zhu (2022) document that firms with poor environmental performance, or high carbon emissions, that are affected by heightened expected regulatory risk face downside risk effects.
“Seltzer, Starks, and Zhu (2022) document that firms with poor environmental performance, or high carbon emissions, that are affected by heightened expected regulatory risk face downside risk effects.”
From Presidential Address: Sustainable Finance and ESG Issues— <i>Value</i> versus <i>Values</i> (2023) · cites this paper as Seltzer, Starks, and Zhu (2022)
No citation lists for this paper
No citation lists for this paper yet — checked again daily.
References 80 · Cited by 64
- Authors
- Seltzer, L., Starks, L. T., & Zhu, Q.
- Affiliations
- Federal Reserve Bank of New York (US)
- The University of Texas at Austin (US)
- Nanyang Technological University (SG)
- Corresponding author
- Seltzer, Lee
- Venue
- SSRN Electronic Journal
- Publisher
- Elsevier BV
- Published
- 2022
- ISSN
- 1556-5068 (ISSN-L)
- OpenAlex
- W4226258794
- Cited by
- 64
- References
- 80
- Citations by year
- 2026: 1 · 2025: 7 · 2024: 13 · 2023: 16 · 2022: 14 · 2021: 10 · 2020: 2 · 2018: 1
- Type
- posted content
- Language
- en
- Open access
- green
- doi.org
- Locations
- SSRN Electronic Journal (publishedVersion)
- Topics
- Social Sciences › Economics, Econometrics and Finance › Finance › Credit Risk and Financial Regulations
- Social Sciences › Economics, Econometrics and Finance › Finance › Sustainable Finance and Green Bonds
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Climate Change Policy and Economics
- Keywords
- corporate bonds, credit ratings, yield spreads, environmental regulation, carbon footprint, Paris Agreement, regulatory enforcement, institutional ownership, bond pricing, environmental risk
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
