Environmental sustainability

Green factor in financial markets

Differences in yield spreads between green and conventional assets in the fixed income and equity markets

THE SUSTAINABILITY FACTOR IN FINANCIAL ASSET VALUES

FechaUSEurope
02/01/2002-0,005810354-0,0021338
03/01/20020,0041921230,011245724
04/01/20020,0062063890,008811208
07/01/20020,0028028730,007091865
08/01/20020,0063775890,001038553
09/01/20020,0141398880,002729191
10/01/20020,0157234890,003847089
11/01/20020,0217122270,002435048
14/01/20020,012969202-0,012872005
15/01/20020,02329993-0,02090455
16/01/20020,018332639-0,025539892
17/01/20020,014843434-0,019570395
18/01/20020,00606144-0,024427834
21/01/20020,00606144-0,029059229
22/01/2002-0,006277556-0,027388976
23/01/2002-0,005555581-0,027398645
24/01/2002-0,005774478-0,027057067
25/01/2002-0,002505155-0,029698675
28/01/2002-0,002255786-0,030332401
29/01/20020,003275012-0,037526494
30/01/20020,009276816-0,044895301
31/01/20020,010824334-0,043042481
01/02/20020,007091392-0,042189286
04/02/20020,003682801-0,047759755
05/02/20020,014300692-0,049757295
06/02/20020,011771543-0,051535911
07/02/20020,006293498-0,047219055
08/02/20020,013360983-0,04701893
11/02/20020,015299118-0,044200233
12/02/20020,01519634-0,048061257
13/02/20020,017746813-0,04845068
14/02/20020,018904346-0,050358734
15/02/20020,012278859-0,058755044
18/02/20020,012278859-0,063665003
19/02/20020,009520936-0,072643294
20/02/20020,018351983-0,077627514
21/02/20020,007086822-0,080228561
22/02/20020,006970727-0,082124992
25/02/20020,009516903-0,076574862
26/02/20020,008152718-0,070761258
27/02/20020,002580314-0,068672094
28/02/20020,001731301-0,067594659
01/03/20020,007192802-0,065881154
04/03/2002-0,004765897-0,042876779
05/03/20020,000144156-0,04197354
06/03/2002-0,006419553-0,048079154
07/03/2002-0,006725738-0,040757872
08/03/2002-0,003661274-0,036979074
11/03/2002-0,003570766-0,03846417
12/03/2002-0,001673116-0,044756794
13/03/2002-0,003644256-0,040594778
14/03/2002-0,009134664-0,040804819
15/03/2002-0,004448466-0,041250551
18/03/2002-0,004946839-0,036148351
19/03/2002-0,010599507-0,034135716
20/03/2002-0,017581871-0,044346399
21/03/2002-0,009905361-0,042292775
22/03/2002-0,011326414-0,036363893
25/03/2002-0,015893507-0,036869577
26/03/2002-0,012744471-0,046266417
27/03/2002-0,013808773-0,042512336
28/03/2002-0,011642327-0,040627765
29/03/2002-0,011642327-0,040627765
01/04/2002-0,009158349-0,040627765
02/04/2002-0,011295422-0,042036788
03/04/2002-0,013575539-0,04242531
04/04/2002-0,011904922-0,043241377
05/04/2002-0,009339226-0,040049105
08/04/2002-0,011851445-0,046434763
09/04/2002-0,006790528-0,045176487
10/04/2002-0,015947319-0,045291494
11/04/2002-0,012942651-0,047808584
12/04/2002-0,021598539-0,047243021
15/04/2002-0,01402543-0,050485142
16/04/2002-0,010754842-0,040609397
17/04/2002-0,012978201-0,031652218
18/04/2002-0,004550234-0,037373737
19/04/2002-0,008844935-0,035301028
22/04/2002-0,009519833-0,053308773
23/04/2002-0,013264984-0,059872176
24/04/2002-0,015536729-0,074541289
25/04/2002-0,012768186-0,081633879
26/04/2002-0,013697719-0,071929603
29/04/2002-0,012638635-0,074443195
30/04/2002-0,009971213-0,068813457
01/05/2002-0,015384476-0,072816695
02/05/2002-0,019845708-0,066108145
03/05/2002-0,025928355-0,0691894
06/05/2002-0,030532299-0,072808088
07/05/2002-0,036886905-0,069783069
08/05/2002-0,024159243-0,053117775
09/05/2002-0,021321311-0,049001507
10/05/2002-0,023060773-0,054523987
13/05/2002-0,021856765-0,057286116
14/05/2002-0,022414464-0,055011125
15/05/2002-0,017407267-0,053772848
16/05/2002-0,017176885-0,0542747
17/05/2002-0,015327552-0,0518423
20/05/2002-0,024751782-0,054079991
21/05/2002-0,029277054-0,058613735
22/05/2002-0,030295682-0,066241733
23/05/2002-0,031728765-0,064691326
24/05/2002-0,028779532-0,061507579
27/05/2002-0,028779532-0,060106789
28/05/2002-0,035959621-0,063490643
29/05/2002-0,02999065-0,074806112
30/05/2002-0,02260615-0,077222333
31/05/2002-0,021213556-0,078084312
03/06/2002-0,010055196-0,080214899
04/06/2002-0,00957928-0,088961347
05/06/2002-0,003485468-0,086739332
06/06/2002-0,002470578-0,083481218
07/06/20020,003972504-0,089377356
10/06/20020,00059594-0,093699898
11/06/20020,007211948-0,091748365
12/06/20020,000197718-0,102595084
13/06/2002-0,015050489-0,100911312
14/06/2002-0,007142981-0,108883761
17/06/20020,003168118-0,099862295
18/06/2002-0,006125224-0,103586766
19/06/2002-0,025234349-0,116726784
20/06/2002-0,029286844-0,132104113
21/06/2002-0,02544175-0,127792989
24/06/2002-0,02477227-0,136338244
25/06/2002-0,026378673-0,117630369
26/06/2002-0,026880461-0,119325183
27/06/2002-0,036384003-0,109264174
28/06/2002-0,04123347-0,099654806
01/07/2002-0,045653486-0,098184086
02/07/2002-0,045272236-0,108550428
03/07/2002-0,045347444-0,115858706
04/07/2002-0,045347444-0,114716368
05/07/2002-0,030695981-0,11000797
08/07/2002-0,031827796-0,107982751
09/07/2002-0,033138002-0,110074188
10/07/2002-0,03709628-0,115218212
11/07/2002-0,02620952-0,131927855
12/07/2002-0,013607294-0,138344202
15/07/2002-0,011541263-0,13683655
16/07/2002-0,009447532-0,126900507
17/07/2002-0,008632166-0,118177577
18/07/2002-0,016900316-0,120606555
19/07/2002-0,003040646-0,125894597
22/07/20020,015123937-0,141773195
23/07/20020,031686959-0,160370273
24/07/20020,029145083-0,183627695
25/07/20020,022166547-0,172004118
26/07/20020,014943396-0,181197575
29/07/2002-0,003967569-0,145784087
30/07/2002-0,008413503-0,142596794
31/07/2002-0,013422502-0,13953508
01/08/2002-0,025765391-0,13418234
02/08/2002-0,034331803-0,154591285
05/08/2002-0,034364739-0,170484783
06/08/2002-0,028312378-0,171616357
07/08/2002-0,029405276-0,161221182
08/08/2002-0,021018837-0,159613657
09/08/2002-0,033404335-0,156661126
12/08/2002-0,037773711-0,152965193
13/08/2002-0,035201695-0,14788883
14/08/2002-0,024457955-0,152544694
15/08/2002-0,021883444-0,141132674
16/08/2002-0,022139919-0,146480411
19/08/2002-0,010736928-0,145171086
20/08/2002-0,020089093-0,144285256
21/08/2002-0,032408031-0,142095989
22/08/2002-0,03822494-0,137084941
23/08/2002-0,041202583-0,151137644
26/08/2002-0,0452214-0,155168584
27/08/2002-0,05653287-0,157519808
28/08/2002-0,054067067-0,155011603
29/08/2002-0,048522055-0,161531918
30/08/2002-0,052900565-0,169571352
02/09/2002-0,052900565-0,173826155
03/09/2002-0,06238195-0,176164994
04/09/2002-0,059699226-0,181446639
05/09/2002-0,058457058-0,187660794
06/09/2002-0,059738784-0,177523534
09/09/2002-0,063784347-0,1859067
10/09/2002-0,062205839-0,188490411
11/09/2002-0,068540289-0,175786678
12/09/2002-0,077995899-0,186933133
13/09/2002-0,078993926-0,197164616
16/09/2002-0,077891745-0,200898664
17/09/2002-0,076714453-0,204418902
18/09/2002-0,070089675-0,21899364
19/09/2002-0,072914905-0,22636251
20/09/2002-0,082270547-0,234694155
23/09/2002-0,074991692-0,253645891
24/09/2002-0,063438239-0,248431584
25/09/2002-0,064141778-0,246587927
26/09/2002-0,075034133-0,234754027
27/09/2002-0,065738626-0,239585026
30/09/2002-0,070273601-0,258259058
01/10/2002-0,074395421-0,257832439
02/10/2002-0,069697403-0,251873088
03/10/2002-0,085981936-0,263641999
04/10/2002-0,088246262-0,274377986
07/10/2002-0,090572166-0,278643838
08/10/2002-0,078388763-0,280949461
09/10/2002-0,066150539-0,282682362
10/10/2002-0,072914399-0,265578553
11/10/2002-0,080572994-0,233449201
14/10/2002-0,069510801-0,241116965
15/10/2002-0,053761943-0,210468553
16/10/2002-0,058435663-0,217241118
17/10/2002-0,048288795-0,207085698
18/10/2002-0,052671947-0,205303853
21/10/2002-0,047618848-0,210171202
22/10/2002-0,039174597-0,209818942
23/10/2002-0,035781633-0,227671994
24/10/2002-0,029111842-0,217326781
25/10/2002-0,031520997-0,212336751
28/10/2002-0,029704264-0,198178701
29/10/2002-0,04543503-0,216794746
30/10/2002-0,042816541-0,203071412
31/10/2002-0,051802477-0,200242457
01/11/2002-0,052204922-0,216713294
04/11/2002-0,030280218-0,210818178
05/11/2002-0,040761901-0,188900655
06/11/2002-0,047762127-0,186477027
07/11/2002-0,05504876-0,195866227
08/11/2002-0,062091261-0,203331532
11/11/2002-0,059551527-0,209859834
12/11/2002-0,055156725-0,207109837
13/11/2002-0,047265076-0,199287498
14/11/2002-0,042769779-0,191930837
15/11/2002-0,036989436-0,185980959
18/11/2002-0,034934533-0,174958941
19/11/2002-0,034767974-0,185519934
20/11/2002-0,027368032-0,183133475
21/11/2002-0,0229035-0,16883058
22/11/2002-0,028507216-0,156388457
25/11/2002-0,02713187-0,159109731
26/11/2002-0,022092654-0,16414002
27/11/2002-0,020898234-0,164311385
28/11/2002-0,020898234-0,153829553
29/11/2002-0,016349034-0,154113967
02/12/2002-0,017405308-0,151445675
03/12/2002-0,026009377-0,166275017
04/12/2002-0,030081834-0,173077421
05/12/2002-0,025630517-0,174726093
06/12/2002-0,022120389-0,180159797
09/12/2002-0,030807638-0,185959044
10/12/2002-0,026904579-0,186067304
11/12/2002-0,026000774-0,179261039
12/12/2002-0,028860915-0,180367536
13/12/2002-0,041381109-0,182828476
16/12/2002-0,036740811-0,183318931
17/12/2002-0,036128299-0,190049123
18/12/2002-0,053793278-0,198989855
19/12/2002-0,04370003-0,197896436
20/12/2002-0,038020591-0,197422117
23/12/2002-0,034875839-0,195798622
24/12/2002-0,038826281-0,19544797
25/12/2002-0,038826281-0,19544797
26/12/2002-0,04210178-0,19544797
27/12/2002-0,045315419-0,202371321
30/12/2002-0,054260504-0,20788883
31/12/2002-0,067316796-0,214720501
01/01/2003-0,067316796-0,214720501
02/01/2003-0,065369887-0,201694709
03/01/2003-0,068850513-0,194532776
06/01/2003-0,065983785-0,196376256
07/01/2003-0,050501287-0,197637547
08/01/2003-0,060000045-0,215161089
09/01/2003-0,053014811-0,213187059
10/01/2003-0,053785075-0,201506639
13/01/2003-0,053800633-0,199564747
14/01/2003-0,056946148-0,199468757
15/01/2003-0,060695916-0,199770128
16/01/2003-0,06979883-0,202897509
17/01/2003-0,074245107-0,214841658
20/01/2003-0,074245107-0,210613535
21/01/2003-0,071546461-0,208689824
22/01/2003-0,066587752-0,213561775
23/01/2003-0,07713313-0,212223311
24/01/2003-0,077431423-0,206501487
27/01/2003-0,077926797-0,218117543
28/01/2003-0,075884895-0,228344415
29/01/2003-0,083140296-0,231073385
30/01/2003-0,097859938-0,219952613
31/01/2003-0,097260988-0,234287137
03/02/2003-0,094011886-0,224414788
04/02/2003-0,096766979-0,231572213
05/02/2003-0,087698403-0,225203415
06/02/2003-0,101319482-0,226243907
07/02/2003-0,095803801-0,224506352
10/02/2003-0,093912424-0,24500405
11/02/2003-0,092103686-0,23272578
12/02/2003-0,09151833-0,224674397
13/02/2003-0,088830987-0,216372426
14/02/2003-0,080952073-0,206908609
17/02/2003-0,080952073-0,198145687
18/02/2003-0,077483262-0,191955488
19/02/2003-0,07758671-0,192687141
20/02/2003-0,076794116-0,204745373
21/02/2003-0,074945772-0,208328327
24/02/2003-0,072617645-0,185539052
25/02/2003-0,073138705-0,195506485
26/02/2003-0,082437536-0,189155652
27/02/2003-0,075700515-0,198121565
28/02/2003-0,069214458-0,192756768
03/03/2003-0,076351871-0,188821287
04/03/2003-0,065177116-0,191723192
05/03/2003-0,064371728-0,194169502
06/03/2003-0,072264508-0,202400722
07/03/2003-0,074878297-0,209363198
10/03/2003-0,071823366-0,22145165
11/03/2003-0,067960232-0,227935642
12/03/2003-0,068784126-0,221592361
13/03/2003-0,068247452-0,211062171
14/03/2003-0,068516241-0,192728976
17/03/2003-0,064889354-0,187998072
18/03/2003-0,067610406-0,188075636
19/03/2003-0,06639664-0,188983039
20/03/2003-0,060655895-0,193223891
21/03/2003-0,068935705-0,18892249
24/03/2003-0,07509418-0,194414033
25/03/2003-0,083706419-0,197876214
26/03/2003-0,086392423-0,201109705
27/03/2003-0,09219079-0,208248399
28/03/2003-0,102121298-0,21329182
31/03/2003-0,128970822-0,226047879
01/04/2003-0,131621244-0,225609128
02/04/2003-0,126795674-0,211184029
03/04/2003-0,116819579-0,215153007
04/04/2003-0,125718293-0,212885397
07/04/2003-0,129265048-0,201341332
08/04/2003-0,12505634-0,199219688
09/04/2003-0,130551199-0,202214566
10/04/2003-0,128673308-0,210800713
11/04/2003-0,130290996-0,203036604
14/04/2003-0,126280555-0,202872628
15/04/2003-0,124274096-0,1879083
16/04/2003-0,124725057-0,183943194
17/04/2003-0,132048907-0,184364882
18/04/2003-0,132048907-0,184364882
21/04/2003-0,128853039-0,184364882
22/04/2003-0,129334086-0,183577284
23/04/2003-0,121228963-0,168905262
24/04/2003-0,130719719-0,17680717
25/04/2003-0,134492507-0,178754091
28/04/2003-0,137491089-0,168387321
29/04/2003-0,139914936-0,161061723
30/04/2003-0,137999576-0,162622637
01/05/2003-0,129937501-0,164671936
02/05/2003-0,130342894-0,175995501
05/05/2003-0,115991836-0,170751945
06/05/2003-0,111281671-0,168904949
07/05/2003-0,11691484-0,168156304
08/05/2003-0,121085549-0,173354879
09/05/2003-0,117019083-0,173583211
12/05/2003-0,110514196-0,171874765
13/05/2003-0,110556687-0,166222272
14/05/2003-0,108846186-0,168838981
15/05/2003-0,108628547-0,168342736
16/05/2003-0,107151726-0,16345946
19/05/2003-0,106797317-0,177772606
20/05/2003-0,099629603-0,183277943
21/05/2003-0,084563702-0,193347823
22/05/2003-0,085616224-0,183460518
23/05/2003-0,087844021-0,180600293
26/05/2003-0,087844021-0,181236855
27/05/2003-0,080591562-0,175958479
28/05/2003-0,07536938-0,164324999
29/05/2003-0,067553642-0,165384467
30/05/2003-0,064606132-0,162817747
02/06/2003-0,067512748-0,157442211
03/06/2003-0,066042181-0,163990959
04/06/2003-0,06412089-0,17255695
05/06/2003-0,05682549-0,17516622
06/06/2003-0,056893471-0,165038977
09/06/2003-0,063764823-0,166716914
10/06/2003-0,056111202-0,169927215
11/06/2003-0,047172254-0,167637322
12/06/2003-0,049267772-0,161846553
13/06/2003-0,055352006-0,169464042
16/06/2003-0,053245207-0,168582246
17/06/2003-0,046353315-0,159441999
18/06/2003-0,042007915-0,159677252
19/06/2003-0,051551523-0,165667685
20/06/2003-0,049942496-0,173562512
23/06/2003-0,044575047-0,171487623
24/06/2003-0,037172259-0,174248998
25/06/2003-0,03910425-0,171225785
26/06/2003-0,037042867-0,173678582
27/06/2003-0,033566639-0,173754938
30/06/2003-0,037432252-0,176533013
01/07/2003-0,035118271-0,179145986
02/07/2003-0,036087616-0,174090162
03/07/2003-0,035999665-0,175280742
04/07/2003-0,035999665-0,168169005
07/07/2003-0,028452519-0,1649979
08/07/2003-0,024093811-0,160959232
09/07/2003-0,01944899-0,168195201
10/07/2003-0,025566604-0,178876236
11/07/2003-0,026184541-0,176122052
14/07/2003-0,025704629-0,167515246
15/07/2003-0,027390591-0,151536016
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01/05/20170,05-1,74
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25/05/20170,06-2,47
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01/06/20170,64-2,65
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02/10/20170,2-5,2
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01/11/20170,13-5,47
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13/11/2017-0,29-5,49
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24/11/2017-1,18-5,75
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01/12/2017-2,11-6,13
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18/12/2017-1,98-6,05
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25/12/2017-2,07-5,82
26/12/2017-2,01-5,78
27/12/2017-2,19-5,77
28/12/2017-3,16-5,77
29/12/2017-3,39-6,84
01/01/2018-3,39-6,83
02/01/2018-3,67-6,12
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04/01/2018-3,61-6,18
05/01/2018-4,25-6,04
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11/01/2018#N/A-8,28
12/01/2018-5,02-5,96
15/01/2018-5,17-5,42
16/01/2018-5,84#N/A
17/01/2018-5,58-5,81
18/01/2018-5,33-5,76
19/01/2018-4,04-5,85
22/01/2018-4,15-5,87
23/01/2018-4,29-5,85
24/01/2018-4,52-5,73
25/01/2018-4,31-5,55
26/01/2018-4,11-5,19
29/01/2018-3,69-4,58
30/01/2018-3,97-4,91
31/01/2018-3,78-4,56
01/02/2018-3,93-4,14
02/02/2018-3,98-4,13
05/02/2018-3,75-4,32
06/02/2018-3,88-3,97
07/02/2018-3,78-3,92
08/02/2018-3,59-3,65
09/02/2018-3,41-3,89
12/02/2018-3,34-3,54
13/02/2018-3,35-3,83
14/02/2018-3,55-3,78
15/02/2018-3,56-3,85
16/02/2018-3,61-3,98
19/02/2018-3,69-3,94
20/02/2018-3,81-3,72