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Should investors include green bonds in their portfolios? : Evidence for the USA and Europe
Han, Yingwei; Li, Jie - In: International review of financial analysis 80 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013366150
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Liquidity risk and yield spreads of green bonds
Wulandari, Febi; Schäfer, Dorothea; Stephan, Andreas; … - 2018
This study analyses how liquidity risk affects bonds' yield spreads after controlling for credit risk, bond …
Persistent link: https://www.econbiz.de/10011810163
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ESG screening in the fixed-income universe
Alessandriniy, Fabio; Baptista Balula, David; Jondeau, Eric - 2021
This paper evaluates the impact of a screening process based on Environment, Social, and Governance (ESG) scores for an otherwise passive portfolio of investment-grade corporate bonds. The main result is that this filtering leads to a substantial improvement of the targeted ESG score without...
Persistent link: https://www.econbiz.de/10012800004
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The effect of social screening on bond mutual fund performance
Henke, Hans-Martin - In: Journal of banking & finance 67 (2016), pp. 69-84
Persistent link: https://www.econbiz.de/10011634650
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The impact of liquidity risk on the yield spread of green bonds
Febi, Wulandari; Schäfer, Dorothea; Stephan, Andreas; … - In: Finance research letters 27 (2018), pp. 53-59
Persistent link: https://www.econbiz.de/10012006738
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Is investing in green assets costlier? : green vs. non-green financial assets
Siddique, Md Abubakar; Nobanee, Haitham; Hasan, Md. Bokhtiar - In: International review of economics & finance : IREF 92 (2024), pp. 1460-1481
Persistent link: https://www.econbiz.de/10014535113
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The Role and Significance of Green Bonds in Funding Transition to a Low Carbon Economy : A Case Study Forecasting Portfolios of Green Bond Instrument Returns
Peters, Gareth; Zhu, Rui; Tzougas, George; Rabitti, Giovanni - 2022
the Climate Bond Initiatives, Green Bond Principles and United Nations Sustainable Development Goals that outline the … bond portfolios in the form of a time series regression model. We introduce a class of what we call hybrid time series … interpret and forecast returns series for two leading green bond indices …
Persistent link: https://www.econbiz.de/10014255321
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ESG screening in the fixed-income universe
Alessandrini, Fabio; Baptista Balula, David; Jondeau, Eric - In: Journal of investment management : JOIM 20 (2022) 4, pp. 65-86
Persistent link: https://www.econbiz.de/10014228556
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new approach to sustainable and responsible investment : the sustainability-themed mutual funds
Ielasi, Federica; Rossolini, Monica - In: Socially responsible investments : the crossroads …, (pp. 125-148). 2019
This research analyzes the risk-adjusted returns and the investment style of sustainability-themed funds, a fast-growing category of sustainable and responsible mutual fund. Sustainability-themed funds are compared with sustainable and responsible mutual funds that implement different approaches...
Persistent link: https://www.econbiz.de/10012059512
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Equity SRI funds vacillate between ethics and money : an analysis of the funds' stock holding decisions
Joliet, Robert; Titova, Yulia - In: Journal of banking & finance 97 (2018), pp. 70-86
Persistent link: https://www.econbiz.de/10011967306