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Are green bonds priced lower than their conventional peers?

Related publications (33)

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An integrated airline scheduling, fleeting and pricing model for a monopolized market

Michel Bierlaire, Matteo Salani, Bilge Atasoy

In airline schedule planning models, the demand and price information are usually taken as inputs to the model. Therefore, schedule and capacity decisions are taken separately from pricing decisions. In this article, we present an integrated scheduling, fl ...

Wiley-Blackwell2014

Investigating the Monthly Mean Stream Temperature Dynamics

Andrea Rinaldo, Michael Lehning, Wolf Hendrik Huwald, Bettina Schaefli, Aurélien Gallice

Affecting the habitat suitability of many fish species, water temperature is a hydrological factor of great concern in the actual context of climate change. Despite more than 40 years of research on this topic, the impact of landscape on the dynamics of st ...

2014

Combined Model-Free Data-Interpretation Methodologies for Damage Detection during Continuous Monitoring of Structures

Ian Smith, Ngoc Thanh Trinh, Irwanda Laory, Daniele Posenato

Despite the recent advances in sensor technologies and data-acquisition systems, interpreting measurement data for structural monitoring remains a challenge. Furthermore, because of the complexity of the structures, materials used, and uncertain environmen ...

American Society of Civil Engineers2013

Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums

Loriano Mancini, Angelo Ranaldo

We provide the first systematic study of liquidity in the foreign exchange market. We find significant variation in liquidity across exchange rates, substantial illiquidity costs, and strong commonality in liquidity across currencies and with equity and bo ...

Wiley-Blackwell2013

Essays in Financial Economics

Jan Peter Kulak

In the first chapter of this thesis, I empirically show that the time delay firms face in raising outside capital affects cash holdings. I exploit the 2005 US Securities Offering Reform (the Reform) as a quasi-natural experiment. For a subset of large publ ...

EPFL2012

Financial Markets Equilibrium with Heterogeneous Agents

Semyon Malamud

This paper presents an equilibrium model in a pure exchange economy when investors have three possible sources of heterogeneity. Investors may differ in their beliefs, in their level of risk aversion, and in their time preference rate. The authors study th ...

Oxford University Press2012

An integrated airline scheduling, fleeting and pricing model for a monopolized market

Michel Bierlaire, Matteo Salani, Bilge Atasoy

In airline schedule planning models, the demand and price information are usually taken as inputs to the model. Therefore schedule and capacity decisions are taken separately from pricing decisions. In this paper we present an integrated scheduling, fleeti ...

2012

Financial Markets Equilibrium with Heterogeneous Agents

Semyon Malamud

This paper presents an equilibrium model in a pure exchange econ- omy when investors have three possible sources of heterogeneity. In- vestors may di§er in their beliefs, in their level of risk aversion and in their time preference rate. We study the impac ...

2009

Term-Structure Models: A Graduate Course

Damir Filipovic

Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a challenging task. This volume gives an introduction to the mathe ...

Springer Finance2009

We present experimental evidence that, unlike traditional assumptions in economic theory, security prices do not respond to pressure from their own excess demand. Instead, prices respond to excess demand of all securities, despite the absence of a direct l ...

2009