23/11/2021 Sustainable Finance ESG and Sovereign Risk - What is Priced in by the Bond Marke... In this paper, we examine the materiality of ESG on country creditworthiness from a credit risk analysis viewpoint. To address this, we consider a granular...
9/11/2021 Sustainable Finance Green Sentiment, Stock Returns, and Corporate Behavior In this paper, we propose a new method to estimate nonfundamental demand shocks for green financial assets based on the arbitrage activity of exchange-traded...
26/01/2021 Sustainable Finance The Market Measure of Carbon Risk and its Impact on the Mini... Like ESG investing, climate change is an important concern for asset managers and owners, and a new challenge for portfolio construction.
8/12/2020 Sustainable Finance Facts and Fantasies about the Green Bond Premium The green bond market has increased exponentially since the first issuance in 2007.
15/09/2020 Sustainable Finance Retirement Savings: The Tax Issue Providing for retirement is a prominent motivation for saving.
9/09/2020 Sustainable Finance Climate change investment framework This paper presents a simple holistic approach to build climate risk-resilient investment portfolios based on the three key objectives of the Paris Agreement...
26/08/2020 Sustainable Finance Measuring and Managing Carbon Risk in Investment Portfolios This article studies the impact of carbon risk on stock pricing.
7/04/2020 Sustainable Finance Credit Risk Sensitivity to Carbon Price In order to meet the objectives set by the Paris Climate Agreement, global greenhouse gas emissions must be drastically reduced.
10/02/2020 Sustainable Finance ESG Investing in Corporate Bonds: Mind the Gap This research is the companion study of three previous research projects conducted at Amundi that address the issue of socially responsible investing...
23/01/2020 Sustainable Finance The green swan: Central banking and financial stability in t... Climate change poses new challenges to central banks, regulators and supervisors.
27/08/2019 Sustainable Finance Do universal owners vote to curb negative corporate external... This paper tests whether very diversified and patient investors, also known as universal owners, tend to vote in favor of shareholder resolutions instructing...
18/04/2019 Sustainable Finance Economic Modeling of Climate Risks Climate change is a subject that has been largely addressed from both macroeconomic and energetic standpoints.
14/01/2019 Sustainable Finance The Alpha and Beta of ESG investing Amundi’s new research on the impact of ESG investing on equity asset pricing finds that when an alpha strategy is massively implemented, it becomes a...
26/09/2018 Sustainable Finance BlackRock vs Norway Fund at Shareholder Meetings: Institutio... Do institutional investors engage with companies on corporate externalities such as greenhouse gas emissions? And if so, why?
18/05/2016 Sustainable Finance Which lever can enhance sustainability ? This paper aims to investigate Emerging Market Countries’ sustainability issues, looking at the impact of two specific policies aiming to improve the...