
This Python script was created as part of the publication (in progress) "Determinants of the Greenium" by Sperling, Happach, Perlwitz, Möst. It describes the process of the econometric causal analysis consisting of a matching procedure and a regression analysis. The script is subject to our copyright. Use is permitted only with attribution. Besides, the following Ecel files with matching and regression results are provided. final sample_pairwise descriptive statistics_base case.xlsx = list of all matched bond pairs, in this file for the base case and with additional pairwise descriptive analyses regression_results_all_hypotheses_all_cases.xlsx = list of all regression results of the paper Due to licensing restrictions, it is not possible to publish the input data. Disclaimer: The data and documents provided have been carefully compiled. However, no liability is accepted for their completeness, accuracy, or timeliness.
FOS: Economics and business, ESG, Econometrics, Sustainable Bonds, Causal Analysis, Sustainable Finance
FOS: Economics and business, ESG, Econometrics, Sustainable Bonds, Causal Analysis, Sustainable Finance
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