Liquidity Risk and Yield Spreads of Green Bonds : Evidence from International Green Bonds Market
Our thesis aims to help the market participants to understand the source of the risk in green bonds market. We estimate the liquidity risk effects in green bonds' yield spreads as well as controlling for credit risk, bond-specific chracteristics and macroeconomic variables. Both of our liquidit...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
Högskolan i Jönköping, Internationella Handelshögskolan
2017
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-35819 |