In this paper, we examine the materiality of ESG on country creditworthiness from a credit
risk and fundamental analysis viewpoint. To address this, we consider a granular set of 269 …

ESG investing's popularity has continually increased in the past five years. ESG data is
increasingly integrated into investment processes. However, the information contained in ESG-…

The purpose of this paper is to appraise recent ESG trends in global equity markets. It
contributes to a broader research project started at Amundi in 2014 on the relevance of ESG. …

In this paper, we investigate the relationship between biodiversity and companies, through
the lens of corporate bonds. We focus on acute biodiversity events and address biodiversity …

After decades of sound performance, doubts have been raised on the ability of the equity
value factor to continue to deliver a positive performance in the aftermath of the 2008 Global …

In this article, the authors show that variables from the Global Database of Events, Language,
and Tone convey significant information that can improve on a purely macroeconomic …

In this research, we show that variables from the Global Database of Events, Language and
Tone (GDELT) convey significant informational content that can improve on a purely …

The success of the" net zero transition" relies on the acceleration of the clean technology
development to increase renewable energy capacity and low-emission solutions, but also to …

In this article, the authors intend to gain an understanding of the drivers of stock convexity,
also known as gamma. First, using a bottom-up--firm-level--approach, they show that stock …

Doubts are rising whether bond indices, in the way they are constructed, are effective in their
role of representing the markets they are designed for. Since index constituents are defined …