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Quantitative Comparison of the Issue Yield of Green Bonds and Conventional Bonds
Author
Title
Quantitative Comparison of the Issue Yield of Green Bonds and Conventional Bonds [electronic resource] / by Julia Jelemensky.
ISBN
9783658374068
Edition
1st ed. 2022.
Publication
Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Gabler, 2022.
Physical Description
1 online resource (XIX, 75 p.) 15 illus.
Local Notes
Access is available to the Yale community.
Access and use
Access restricted by licensing agreement.
Summary
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. 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. .
Variant and related titles
Springer ENIN.
Other formats
Printed edition:
Printed edition:
Format
Books / Online
Language
English
Added to Catalog
May 04, 2022
Series
BestMasters,
Contents
Introduction
Bonds
Yield measurements
Sustainable investments
Green bonds
Linear regression
Empirical part
Conclusion.
Subjects
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