ESG Rating Impacts Corporate Bond Yield Spreads: Empirical Evidence From Statistical Inference and High Dimension ML Matching
Published in International Risk Management Conference 2022, 2022
Recommended citation: Dan Li, Peter Adriaens. (2022). "ESG Rating Impacts Corporate Bond Yield Spreads: Empirical Evidence From Statistical Inference and High Dimension ML Matching." IRMC22.
This conference paper is the empirical results of ESG impact on corproate bond pricing based on statistical tools and causal machine learning methods.