Green bond pricing: green premium evidence in European government bonds
Zozi, Leonardo (A.A. 2022/2023) Green bond pricing: green premium evidence in European government bonds. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 67. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Sustainable bond market. Fundamental notions on fixed-income. A comparison among sustainable bonds. Evolution of the green bond market. Green bond premium. Definition of greenium. Literature review. Case study: twin German government issues. Empirical analysis. Data and bond exclusion filters. Matching method and synthetic bond. Statistical modelling. Greenium evidence in European government bonds. Outlook for green bond premium.
References
Bibliografia: pp. 59-61.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Morelli, Marco |
| Academic Year: | 2022/2023 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 25 Jun 2024 15:19 |
| Last Modified: | 25 Jun 2024 15:19 |
| URI: | https://tesi.luiss.it/id/eprint/39101 |
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