Do ESG ratings affect corporate bond’s yield?

Identifier:  TFG:7522

Handle: https://hdl.handle.net/20.500.11797/TFG7522

Authors:  Cros Princep, Oriol

Abstract:
This paper aims to explore the relationship between ESG ratings and corporate bond yields, examining whether this link is significant. The study focuses on the EuroStoxx 50 index, which includes leading companies in their sectors. The literature review reveals a minor relationship. The theoretical framework includes sources from Deloitte, MSCI, Refinitiv-LSEG, Investopedia, Forbes and ScienceDirect, along with previous research. The methodology involves extracting data from the Refinitiv-LSEG database and performing a multiple linear regression analysis to assess the strength and direction of the relationship between ESG ratings and corporate bond yields.