27/08/2025 Sustainable Finance Natural Capital and Economic Growth This paper examines the complex relationship between natural capital and long-term economic growth.
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 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.