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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