Transition risk in US municipal bonds: a comparative analysis of GO and REV bonds
De Marco, Leonardo (A.A. 2024/2025) Transition risk in US municipal bonds: a comparative analysis of GO and REV bonds. Tesi di Laurea in Sustainable finance, Luiss Guido Carli, relatore Dominik Damast, pp. 55. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Literature review. Empirical evidence of the pricing of physical risk. Transition risk and impact on municipal credit. Institutional background. US municipal bond market structure and functioning. General obligation vs. Revenue bonds: differences and risk dynamics. Climate risk. Climate policy and investor perceptions since 2015. Green instruments and the greenium. Methodology and data. Research design. Data sources and sample description. Sample characteristics. Variables and regression models. Regression results: GO bonds. Regression results: REV bonds.
References
Bibliografia: pp. 48-50.
| 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: | Sustainable finance |
| Thesis Supervisor: | Damast, Dominik |
| Thesis Co-Supervisor: | Drudi, Francesco Maria |
| Academic Year: | 2024/2025 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 15 Jun 2026 10:30 |
| Last Modified: | 15 Jun 2026 10:30 |
| URI: | https://tesi.luiss.it/id/eprint/46145 |
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