A parametric approach to estimate the green bond premium
We analyze whether green bonds are traded on a premium versus conventional issuances of the same issuer. We estimate the difference in yield between a sample of 160 green bonds and a synthetic conventional bond with identical characteristics. The paper finds that green bonds have been traded on slig...
Autor principal: | |
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Formato: | masterThesis |
Idioma: | eng |
Publicado em: |
2018
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Assuntos: | |
Texto completo: | http://hdl.handle.net/10362/28402 |
País: | Portugal |
Oai: | oai:run.unl.pt:10362/28402 |