Crifo, Patricia; Diaye, Marc-Arthur; Oueghlissi, Rim - Centre Interuniversitaire de Recherche en Analyse des … - 2014
This article examines whether the extra-financial performance of countries on environmental, social and governance (ESG) factors matter for sovereign bonds markets. We propose an econometric analysis of the relationship between ESG performances and government bond spreads of 23 OECD countries...