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lock_openFREE OPEN ACCESS • CC BY 4.0journal article2024Journal of Sustainable Finance & Investment

Corporate Decarbonisation and Green Bond Yield Spreads: Empirical Evidence from European Debt Markets

This project assesses empirical pricing differentials between conventional corporate bonds and sustainability-linked debt issues across European capital markets. Utilizing transaction-level secondary market data from over 3,400 debt instruments, our team isolates the greenium and evaluates whether ESG rating divergence induces market mispricing.

1Centre for Innovation and Sustainable Research (CISR), Bangladesh2University of Dhaka, Bangladesh3Stockholm School of Economics / CISR Advisory Board
calendar_todayPublished: 2024-04-15
menu_bookJournal of Sustainable Finance & Investment
Vol. 14, Issue 2, pp. 45–68

Structured Abstract

verifiedPeer-Reviewed

This project assesses empirical pricing differentials between conventional corporate bonds and sustainability-linked debt issues across European capital markets. Utilizing transaction-level secondary market data from over 3,400 debt instruments, our team isolates the greenium and evaluates whether ESG rating divergence induces market mispricing.

Research Domain:Sustainability Transitions, Decarbonization & Quantitative Econometrics
JEL Classification:Q01, Q56, M14, O32, G32
Author Keywords
Corporate DecarbonisationGreen BondsSustainable FinanceCredit Spreads
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