Quantitative comparison of the issue yield of green bonds and conventional bonds / Julia Jelemensky.
2022
HG4651
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Title
Quantitative comparison of the issue yield of green bonds and conventional bonds / Julia Jelemensky.
Author
ISBN
9783658374068 (electronic bk.)
3658374063 (electronic bk.)
9783658374051 (print)
3658374063 (electronic bk.)
9783658374051 (print)
Published
Wiesbaden, Germany : Springer Gabler, 2022.
Language
English
Language Note
Abstracts in English and German.
Description
1 online resource (xix, 75 pages) : illustrations.
Item Number
10.1007/978-3-658-37406-8 doi
Call Number
HG4651
Dewey Decimal Classification
332.63/23
Summary
Due to the novelty of green bonds in the fixed income area, little empirical research has been done on the question which impact the fact that a bond is investing in green projects has on the yield that investors receive. The aim of this book is to determine if there is a discount or premium on the yield at issuance of green bonds. The analysis is mainly based on an empirical study. The author examined the influence of eight selected indicators on the issue yield of bonds using a multivariate regression analysis. The analyzed sample comprised data sets of 601 bonds. About the author Julia Jelemensky completed her Master's degree in Quantitative Asset and Risk Management at the University of Applied Sciences BFI in Vienna. After gaining experience in the field of rating as well as in banking supervision at the National Bank of Austria, she is currently working for an international consulting firm in the area of business valuation.
Bibliography, etc. Note
Includes bibliographicalm references.
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Access limited to authorized users.
Source of Description
Online resource; title from PDF title page (SpringerLink, viewed April 26, 2022).
Series
BestMasters, 2625-3615
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Table of Contents
Introduction
Bonds
Yield measurements
Sustainable investments
Green bonds
Linear regression
Empirical part
Conclusion.
Bonds
Yield measurements
Sustainable investments
Green bonds
Linear regression
Empirical part
Conclusion.