Quantitative Comparison of the Issue Yield of Green Bonds and Conventional Bonds

Due to the novelty of green bonds in the fixed income area, little empirical research has been done on the question which impact the fact that a bond is investing in green projects has on the yield that investors receive. The aim of this book is to determine if there is a discount or premium on the yield at issuance of green bonds. The analysis is mainly based on an empirical study. The author examined the influence of eight selected indicators on the issue yield of bonds using a multivariate regression analysis. The analyzed sample comprised data sets of 601 bonds.

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Quantitative Comparison of the Issue Yield of Green Bonds and Conventional Bonds

Due to the novelty of green bonds in the fixed income area, little empirical research has been done on the question which impact the fact that a bond is investing in green projects has on the yield that investors receive. The aim of this book is to determine if there is a discount or premium on the yield at issuance of green bonds. The analysis is mainly based on an empirical study. The author examined the influence of eight selected indicators on the issue yield of bonds using a multivariate regression analysis. The analyzed sample comprised data sets of 601 bonds.

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Quantitative Comparison of the Issue Yield of Green Bonds and Conventional Bonds

Quantitative Comparison of the Issue Yield of Green Bonds and Conventional Bonds

by Julia Jelemensky
Quantitative Comparison of the Issue Yield of Green Bonds and Conventional Bonds

Quantitative Comparison of the Issue Yield of Green Bonds and Conventional Bonds

by Julia Jelemensky

eBook1st ed. 2022 (1st ed. 2022)

$89.00 

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Overview

Due to the novelty of green bonds in the fixed income area, little empirical research has been done on the question which impact the fact that a bond is investing in green projects has on the yield that investors receive. The aim of this book is to determine if there is a discount or premium on the yield at issuance of green bonds. The analysis is mainly based on an empirical study. The author examined the influence of eight selected indicators on the issue yield of bonds using a multivariate regression analysis. The analyzed sample comprised data sets of 601 bonds.


Product Details

ISBN-13: 9783658374068
Publisher: Springer Gabler
Publication date: 04/23/2022
Series: BestMasters
Sold by: Barnes & Noble
Format: eBook
File size: 4 MB

About the Author

Julia Jelemensky completed her Master's degree in Quantitative Asset and Risk Management at the University of Applied Sciences BFI in Vienna. After gaining experience in the field of rating as well as in banking supervision at the National Bank of Austria, she is currently working for an international consulting firm in the area of business valuation.

 

Table of Contents

Introduction.- Bonds.- Yield measurements.- Sustainable investments.- Green bonds.- Linear regression.- Empirical part.- Conclusion.
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