Publicação
The relationship between the issuance of green bonds and the yield to maturity of conventional bonds
| Resumo: | This thesis explores the relationship between green bond issuance and the Yield to Maturity (YTM) of subsequent conventional bonds in the Euro Area. Utilizing multilinear regression, the analysis reveals a nuanced and inconclusive connection. Limitations, including a small dataset and unexplored temporal aspects, highlight the need for refined methodologies. Despite the complexity of findings, this study underscores the intricate dynamics between green and conventional bonds, emphasizing the demand for comprehensive datasets and advanced methods in understanding their evolving relationship within sustainable finance. |
|---|---|
| Autores principais: | Paramatti, Ludovica |
| Assunto: | Green bonds Ytm Sustainable finance Green finance Green bond iriciples Yield to maturity Esg |
| Ano: | 2024 |
| País: | Portugal |
| Tipo de documento: | dissertação de mestrado |
| Tipo de acesso: | acesso aberto |
| Instituição associada: | Universidade Nova de Lisboa |
| Idioma: | inglês |
| Origem: | Repositório Institucional da UNL |
| Resumo: | This thesis explores the relationship between green bond issuance and the Yield to Maturity (YTM) of subsequent conventional bonds in the Euro Area. Utilizing multilinear regression, the analysis reveals a nuanced and inconclusive connection. Limitations, including a small dataset and unexplored temporal aspects, highlight the need for refined methodologies. Despite the complexity of findings, this study underscores the intricate dynamics between green and conventional bonds, emphasizing the demand for comprehensive datasets and advanced methods in understanding their evolving relationship within sustainable finance. |
|---|