The market for green bonds has grown dramatically over the past several years, necessitating an understanding of the variables that might forecast its performance. Studies on how the green bond market interacts with other markets are widely discussed in the literature, but little is known about the variables that improve predictions of green bond returns. In this study, we use data on commodity and financial asset prices, as well as speculative factors, to predict the returns on green bonds using the Feasible Quasi-Generalized Least Squares (FQGLS) and the causality-in-quantiles estimators. The findings demonstrate that most factors are significant predictors of the returns on green bonds, with speculative factors having a detrimental predi...
This thesis studies investors’ willingness to sacrifice returns for environmental impact in the fixe...
This study investigates the connection between the green bond and implied volatility indices from di...
We investigate the asset pricing implications of the greenness of bonds. To estimate a green-pricing...
The emerging market of Green bonds has seen a positive growth over the recent years in the presence ...
This study examines the risks and returns of Green Bond (labeled as "Green" by issuers) in relation ...
This paper evaluates the profitability of adding green bonds to a portfolio consisting of stocks and...
The emerging green bond market is a novel research area with only a few studies being published in r...
none2noA novel structural model is developed to understand the determinants of green bond prices an...
We study price connectedness between the green bond and financial markets using a structural vector ...
We use green bonds as an instrument to identify the effect of non-pecuniary motives, specifically pr...
Mobilizing public and private capital towards environmentally friendly projects is crucial to reachi...
Using a two-fold focus on abnormal return and bond liquidity, this thesis investigates whether green...
Lichtenberger A, Braga JP, Semmler W. Green Bonds for the Transition to a Low-Carbon Economy. Econom...
The green bond market has significantly improved in recent years thanks to the development of financ...
The green bond market offers investors the opportunity to take an explicit focus on sustainable inve...
This thesis studies investors’ willingness to sacrifice returns for environmental impact in the fixe...
This study investigates the connection between the green bond and implied volatility indices from di...
We investigate the asset pricing implications of the greenness of bonds. To estimate a green-pricing...
The emerging market of Green bonds has seen a positive growth over the recent years in the presence ...
This study examines the risks and returns of Green Bond (labeled as "Green" by issuers) in relation ...
This paper evaluates the profitability of adding green bonds to a portfolio consisting of stocks and...
The emerging green bond market is a novel research area with only a few studies being published in r...
none2noA novel structural model is developed to understand the determinants of green bond prices an...
We study price connectedness between the green bond and financial markets using a structural vector ...
We use green bonds as an instrument to identify the effect of non-pecuniary motives, specifically pr...
Mobilizing public and private capital towards environmentally friendly projects is crucial to reachi...
Using a two-fold focus on abnormal return and bond liquidity, this thesis investigates whether green...
Lichtenberger A, Braga JP, Semmler W. Green Bonds for the Transition to a Low-Carbon Economy. Econom...
The green bond market has significantly improved in recent years thanks to the development of financ...
The green bond market offers investors the opportunity to take an explicit focus on sustainable inve...
This thesis studies investors’ willingness to sacrifice returns for environmental impact in the fixe...
This study investigates the connection between the green bond and implied volatility indices from di...
We investigate the asset pricing implications of the greenness of bonds. To estimate a green-pricing...