Pricing of Sustainability-Linked Bonds

Published: 27 August 2024| Version 1 | DOI: 10.17632/y3g8bx3vb4.1
Contributors:
Peter Feldhütter, Kristoffer Halskov, Arthur Krebbers

Description

This package provides code and describes how to replicate the results of the paper "Pricing of Sustainability-Linked Bonds".

Files

Steps to reproduce

Read the provided "README".

Institutions

  • Strathclyde Business School
  • Copenhagen Business School

Categories

Finance, Asset Pricing, Fixed Income Market, Empirical Finance, Sustainable Finance

Licence