High-yield Green Bond Data
Published: 7 April 2025| Version 1 | DOI: 10.17632/dvj38jnwzn.1
Contributors:
, , Description
These spreadsheets list tickers and date ranges for high-yield green bonds analyzed in the manuscript titled 'Green Dreams, Risky Assets? A Study of High-Yield Green Bonds.' As the raw bond pricing data are sourced from Bloomberg Terminal, we are unable to publicly deposit the original dataset due to licensing restrictions. However, we provide spreadsheets containing tickers and dates to enable researchers with Bloomberg Terminal access to replicate our results.
Files
Steps to reproduce
1) Read the provided ReadMe.txt file. 2) Access a Bloomberg Terminal. 3) Use the appropriate Bloomberg Excel (BDI) functions to retrieve data. 4) Apply the provided tickers and date ranges in your query.
Institutions
Korea Advanced Institute of Science and Technology, Illinois Institute of Technology
Categories
Economics, Finance, Sustainability, Fixed Income Market