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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

An investigation of Sustainable Assets, Equitiesand the Bond market during the Globalpandemic, COVID-19

Rahm, Vincent, de la Rosa, Frej January 2022 (has links)
ESG investing has been a hot topic during several years and there have been numerousstudies examining the relationship between sustainable assets and non-sustainable assetsincluding green bonds, social bonds, environmental bonds, ESG-bonds and ESG indices;conventional bonds, S&P 500, common stocks and non-ESG indices. During negative marketshocks several ESG stocks and indices have been shown to outperform common stocks andindices. Green bonds demonstrated an asymmetric relationship to other assets providinginvestors with an opportunity for diversification. We’ve looked at the relationship andperformance of sustainable assets and non-sustainable assets by using Markowitz portfoliometrics and Engle Rs’ DCC-GARCH. Our findings propose green bonds and treasuries toprovide hedging and diversification opportunities during crises but demonstrate sustainablefixed income assets to underperform non-sustainable fixed income assets during the COVID19 market shock as opposed to previous studies.

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