12/05/2023 Sustainable Finance Green vs. Social Bond Premium While responsible investors consider that the environmental and social pillars are highly interconnected when implementing ESG and climate strategies,...
17/03/2022 Sustainable Finance The shift from Carbon Emissions to Net Zero Carbon metrics on Portfolio Construction Climate risk is the biggest challenge humanity has to face in the 21st century, affecting both the biosphere and the economic paradigm that currently...
25/02/2022 Sustainable Finance The Recent Performance of ESG Investing, the Covid-19 Catalyst and the Biden Effect The purpose of this paper is to appraise recent ESG trends in global equity markets. It contributes to a broader research project started at Amundi in...
25/02/2022 Sustainable Finance Cascading Effects of Carbon Price through the Value Chain: Impact on Firm’s Valuation To avoid the worst climate change scenario, Greenhouse Gas (GHG) emissions should be reduced drastically during the next decades.
15/02/2022 Sustainable Finance Net Zero Carbon Metrics This research project is both an update of the analysis on carbon emissions trajectories proposed by Le Guenedal et al. (2020) and a companion study of...
11/02/2022 Sustainable Finance Equity Convexity and Unconventional Monetary Policy In this paper, we intend to gain an understanding of the drivers of stock convexity, also known as gamma.
23/11/2021 Sustainable Finance ESG and Sovereign Risk - What is Priced in by the Bond Market and Credit Rating Agencies? 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...