@article{publication-23143, author={K{\"o}lbel, Julian and Leippold, Markus and Rillaerts, Jordy and Wang, Qian}, doi={10.1093/jjfinec/nbac027}, issn={1479-8409}, journal={Journal of Financial Econometrics}, number=1, pages={30-69}, publisher={Oxford University Press}, title={Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks affects the CDS Term Structure}, volume=22, year=2024, }