Volatility and risk dynamics of green bonds: a comparative analysis with conventional bonds
Gregori, Edoardo (A.A. 2024/2025) Volatility and risk dynamics of green bonds: a comparative analysis with conventional bonds. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Pierluigi Murro, pp. 102. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Green bonds. Definition of green bonds. The green bond principles. EU’s taxonomy for sustainable activities. European green bond standard. History and development of the green bond market. Players and institutions shaping the market. Regulatory framework outside the EU. Risk of greenwashing. Literature review. Is there a correlation between sustainability and corporate performance? Drivers of the green bond market. Green bond pricing: literature review. Interdependence between green bonds and major conventional assets. Liquidity and market depth. Resilience during financial crises. ESG ratings and credit risk. Empirical research.
References
Bibliografia: pp. 95-101. Sitografia: p. 102.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Advanced corporate finance |
| Thesis Supervisor: | Murro, Pierluigi |
| Thesis Co-Supervisor: | Santella, Rosella |
| Academic Year: | 2024/2025 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 03 Jun 2026 13:54 |
| Last Modified: | 03 Jun 2026 13:54 |
| URI: | https://tesi.luiss.it/id/eprint/46036 |
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