Data on CDS spreads and ESG scores of US companies

Published: 30 January 2025| Version 1 | DOI: 10.17632/jjpbttv227.1
Contributors:
, Kirill Romanyuk

Description

The dataset contains: - the first differences of logarithms of CDS spreads and the first differences of ESG scores of US companies from 2016 to 2023; - Refinitiv Instrument Codes and OrgIDs that were used to download CDS spreads and ESG scores from the Refinitiv Eikon database.

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Institutions

Georgia Institute of Technology, Nacional'nyj issledovatel'skij universitet Vyssaa skola ekonomiki

Categories

Financial Risk, Environmental, Social and Corporate Governance

Licence