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- 2023+). has_rating Indicator showing whether a valid credit rating exists for the bond. size_q Quintile ranking of issuance amount based on bond size. Issue size quintile Classification of bonds into five groups according to issuance volume. mat3 Maturity bucket grouping bonds by years to maturity. Maturity category Classification of bonds into short- (1)
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- And governance objectives. Climate finance Financing directed toward climate mitigation and adaptation initiatives. Fixed-income econometrics Econometric analysis focused on bonds and debt securities. (1)
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- Keyword / Variable Definition is_green Dummy variable equal to 1 if the bond is classified as a green bond and 0 otherwise. Green bond indicator Binary measure identifying whether a bond qualifies as a green instrument. ytm_issue Yield to maturity at issuance (1)
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- Measured at the primary market offering date. Yield at issue Initial yield investors receive when the bond is first issued. ask_yield Secondary-market ask yield based on quoted ask-side yield-to-convention. Secondary-market ask yield Yield implied by the ask price in the secondary market. bid_ask Difference between bid and ask prices or yields (1)
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- Or Unrated. rating_cat Ordered factor representation of rating categories. Moody’s rating Credit assessment assigned by Moody's Corporation. S&P rating Credit assessment assigned by S&P Global. Fitch rating Credit assessment assigned by Fitch Ratings. Unrated bonds Bonds without a valid external credit rating. High-risk bonds Bonds classified as having elevated default or credit risk. Senior unsecured debt Debt obligations with high repayment priority but no collateral backing. ps_nn Neural-network estimated propensity score representing the probability of being a green bond. Neural-network propensity score Propensity score estimated using a feed-forward neural network model. NN-PSM Neural Network Propensity Score Matching methodology combining machine learning with causal matching. Propensity score matching (PSM) Statistical matching method used to reduce selection bias between treated and control groups. Feed-forward neural network Machine learning architecture where information flows sequentially from input to output layers. weights Observation weights generated through the matching procedure. Matching weights Numerical adjustments applied to observations during treatment effect estimation. Nearest-neighbor matching Matching approach pairing each treated observation with the closest control observation. subclass Identifier for matched strata generated by the matching algorithm. Matching subclass Group of matched treated and control observations sharing similar characteristics. ATT estimation Estimation of the Average Treatment Effect on the Treated. Average Treatment Effect on the Treated (ATT) Average causal impact of treatment on treated observations only. yield_ng Average yield among conventional (non-green) bonds within the same matching subclass. Conventional bond benchmark Yield benchmark constructed from matched non-green bonds. yield_ng_c Centered version of the conventional bond benchmark yield. Centered benchmark yield Benchmark yield adjusted by subtracting its sample mean. yield_ng_c2 Squared centered benchmark yield used in nonlinear specifications. Quadratic heterogeneity model Regression specification including squared interaction terms to capture nonlinear effects. Linear interaction model Regression model incorporating interaction terms between explanatory variables. Heterogeneity analysis Examination of how treatment effects vary across groups or market conditions. Matching covariates Variables used to construct comparable treated and control groups. Fixed effects Regression controls accounting for unobserved group-specific characteristics. Issuer fixed effects Controls capturing issuer-specific unobservable characteristics. Clustering Statistical adjustment of standard errors for correlated observations. Greenium Yield difference between green bonds and comparable conventional bonds. Green bond pricing Analysis of yield formation and valuation of green debt instruments. Bond yield spreads Differences in yields between bonds with varying characteristics or risks. Secondary market analysis Examination of bond trading behavior after issuance. Primary market analysis Examination of bond characteristics and pricing at issuance. Causal inference Statistical framework for identifying causal relationships between variables. Treatment variable Variable representing exposure to an intervention or condition. Outcome variable Variable measuring the effect or response of interest. Machine learning in finance Application of artificial intelligence methods to financial analysis and prediction. Sustainable finance Financial activities supporting environmental or social sustainability objectives. ESG bonds Bonds linked to environmental (1)
- Or long-term maturity groups. seniority_simple Simplified seniority classification distinguishing senior unsecured debt from other structures. Seniority classification Categorization of bonds according to repayment priority in case of default. issue_year Calendar year in which the bond was issued. issuer_id Unique identifier assigned to each bond issuer. Amt_Issued Total nominal amount issued for a bond offering. ttm_years Time remaining to maturity expressed in years. Time to maturity Number of years between issuance date and maturity date. rating_raw Original credit rating obtained from rating agencies before categorization. rating_bucket Grouped credit rating category such as High (1)
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Articles 1 - 22 of 22
Full-Text Articles in Business Analytics
Does Green Pay Less? Global Corporate Bond Evidence On Primary And Secondary Yields, Youssef El Kenawy
Does Green Pay Less? Global Corporate Bond Evidence On Primary And Secondary Yields, Youssef El Kenawy
Theses and Dissertations
The greenium, or green premium, refers to the lower yield that arises from a bond’s green label, conditional on otherwise identical contractual features and credit risk. In our study, we estimate the greenium by combining causal matching techniques with a neural network–based propensity score approach to construct a closely comparable set of green and conventional bonds. Our empirical framework incorporates issuer fixed effects and currency × issuance-year fixed effects, ensuring that our estimates reflect the impact of the green label itself rather than differences in macro-financial conditions or issuer composition.
Our findings indicate that, once currency-specific issuance-year conditions are absorbed, …
Women On Boards Annual Monitoring Report 2024, Center For Entrepreneurship And Innovation
Women On Boards Annual Monitoring Report 2024, Center For Entrepreneurship And Innovation
Faculty Books
The AUC Egypt women on boards monitoring report is issued annually to track and monitor the presence and representation of women on boards towards meeting the goal of having 30% women on boards by 2030. The importance of improving representation of women on boards stems from the fact that it is one of the good governance pillars, in addition to the positive impact on firm performance and profitability. The National Strategy for the Empowerment of Egyptian Women 2030 has accordingly promoted for increasing the leadership roles of women and holding key positions in public institutions and companies, setting the target …
Investment Strategies Of Gcc Sovereign Wealth Funds: Aligning National Development And Geopolitical Goals, Roy Conners
Investment Strategies Of Gcc Sovereign Wealth Funds: Aligning National Development And Geopolitical Goals, Roy Conners
Theses and Dissertations
This thesis examines how Gulf Cooperation Council (GCC) Sovereign Wealth Funds (SWFs) prioritize and implement investment strategies in the context of national development and geopolitical dynamics. Using a qualitative case study approach, it analyzes the assets, key industries, leadership, and historical evolution of major GCC SWFs (ADIA, Mubadala, ADQ, QIA, and PIF) based on publicly made available information.
The findings show that GCC SWFs prioritize investments in strategic sectors, geographical destinations, and the private sector. These investments align closely with their respective national development plans, such as 'We the UAE 2031', Qatar National Vision 2030, and Saudi Arabia’s …
Analysis Of Egyptian Commodity Imports During The Trade Liberalization Period, Amria Abd El-Rahim Sheha
Analysis Of Egyptian Commodity Imports During The Trade Liberalization Period, Amria Abd El-Rahim Sheha
Archived Theses and Dissertations
No abstract provided.
An Application Of The Financial Instability Hypothesis, Rf Abu-Ismail
An Application Of The Financial Instability Hypothesis, Rf Abu-Ismail
Archived Theses and Dissertations
No abstract provided.
Speculative Bubbles And Financial Crises, Ashraf Mohamed Abdel Samea Ahmed
Speculative Bubbles And Financial Crises, Ashraf Mohamed Abdel Samea Ahmed
Archived Theses and Dissertations
No abstract provided.
Stock Market Manipulation Detection Using Continuous Wavelet Transform & Machine Learning Classification, Sarah Youssef
Stock Market Manipulation Detection Using Continuous Wavelet Transform & Machine Learning Classification, Sarah Youssef
Theses and Dissertations
Stock market manipulation detection is important for both investors and regulators. Being able to detect stock manipulation and preventing it gives investors the confidence in the market fairness and integrity. It also helps maintaining liquidity of the stocks and market efficiency. Implementing data mining algorithms in manipulation detection is a relatively recent technique but in the past few years there has been an increasing interest in it's applications in this domain. The benefit of monitoring manipulative trade behavior is that it can be implemented on live feed of stock data, which saves a lot of time in detecting stock price …
Stock Prediction Using Natural Language Processing Sentiment Analysis On News Headlines During Covid-19, Mina Ibrahim
Stock Prediction Using Natural Language Processing Sentiment Analysis On News Headlines During Covid-19, Mina Ibrahim
Theses and Dissertations
Stock prediction based on NLP sentiment analysis is one of the most researched topics due to the revenues they generate for investors. Researchers have used various tools to achieve this, especially fundamental and technical analysis based on historical data helped to achieve this target. Due to the technological advancement and abundance of data, the introduction of machine learning tools accelerated that approach. However, as the public mood affects the stock market, the need for another analysis emerged. Natural language processing sentiment analysis on data from various sources was able to capture public events and moods. NLP is one of the …
Stock Markets Performance During A Pandemic: How Contagious Is Covid-19?, Yara Abushahba
Stock Markets Performance During A Pandemic: How Contagious Is Covid-19?, Yara Abushahba
Theses and Dissertations
Background and Motivation: The coronavirus (“COVID-19”) pandemic, the subsequent policies and lockdowns have unarguably led to an unprecedented fluid circumstance worldwide. The panic and fluctuations in the stock markets were unparalleled. It is inarguable that real-time availability of news and social media platforms like Twitter played a vital role in driving the investors’ sentiment during such global shock.
Purpose:The purpose of this thesis is to study how the investor sentiment in relation to COVID-19 pandemic influenced stock markets globally and how stock markets globally are integrated and contagious. We analyze COVID-19 sentiment through the Twitter posts and investigate its …
Insight-Driven Sales Management, Hesham O. Dinana
Insight-Driven Sales Management, Hesham O. Dinana
Faculty Book Chapters
In the new VUCA (Volatile, Uncertain, Complex and Ambiguous) world that we live in, there are new rules that will reshape many of the components of sales management, from prospecting, to lead qualification, to closing and relationship management. This chapter will explore the impact of technology, data proliferation, and omni-channel customer touch points on how organizations will manage their sales process and the sales teams in the integrated online and offline worlds (O2O sales). The digital-age consumer and the digital-age sales team will have different communication needs and tools that need to be addressed by sales leaders to ensure their …
Efficient Market Hypothesis, Mai Ahmed Kamel Farid
Efficient Market Hypothesis, Mai Ahmed Kamel Farid
Archived Theses and Dissertations
No abstract provided.
External Factors That Affect The Egyptian Stock Market, Amal Soliman El-Ghouti
External Factors That Affect The Egyptian Stock Market, Amal Soliman El-Ghouti
Archived Theses and Dissertations
No abstract provided.
Impact Of Trade Liberalization On The Egyptian Industrial Sector: A Cge Analysis, Moataz Mostafa El-Said
Impact Of Trade Liberalization On The Egyptian Industrial Sector: A Cge Analysis, Moataz Mostafa El-Said
Archived Theses and Dissertations
No abstract provided.
Selecting Functional Forms For The Cost Function With Average And Full Frontiers, Amal Refaat Hassanein
Selecting Functional Forms For The Cost Function With Average And Full Frontiers, Amal Refaat Hassanein
Archived Theses and Dissertations
No abstract provided.
The Effects Of Foreign Capital Inflow On Growth, Amira Iskander
The Effects Of Foreign Capital Inflow On Growth, Amira Iskander
Archived Theses and Dissertations
No abstract provided.
Role Perception, Role Conflict, And Role Ambiguity In International Development Projects: A Case Study Of American Technical Assistance Personnel In Egypt, Frank Joseph Urso
Role Perception, Role Conflict, And Role Ambiguity In International Development Projects: A Case Study Of American Technical Assistance Personnel In Egypt, Frank Joseph Urso
Archived Theses and Dissertations
No abstract provided.
Data Base Design, Mohamed Aly El Hamamsy
Data Base Design, Mohamed Aly El Hamamsy
Archived Theses and Dissertations
No abstract provided.
The Establishment Of An Engineering Documentation Center In The Egyptian Electricity Authority, Ahmed Ahmed Amin
The Establishment Of An Engineering Documentation Center In The Egyptian Electricity Authority, Ahmed Ahmed Amin
Archived Theses and Dissertations
No abstract provided.
An Interpretative Analysis Of The Applicability Of Management Information Systems Concepts To The Design Of A University Information System, Sherif Hosni Mohamed Hosni Mostafa
An Interpretative Analysis Of The Applicability Of Management Information Systems Concepts To The Design Of A University Information System, Sherif Hosni Mohamed Hosni Mostafa
Archived Theses and Dissertations
No abstract provided.
The Administration Of Wages And Salaries In The U.A.R., Agia Hanna Meleka
The Administration Of Wages And Salaries In The U.A.R., Agia Hanna Meleka
Archived Theses and Dissertations
No abstract provided.
The Design Of Management Games, Mohamed Ossama Mallawany
The Design Of Management Games, Mohamed Ossama Mallawany
Archived Theses and Dissertations
No abstract provided.
An Evaluation Of "Gaming" As A Top Management Training Technique In The U.A.R. Industrial Environment, Osama Mohamed Olama
An Evaluation Of "Gaming" As A Top Management Training Technique In The U.A.R. Industrial Environment, Osama Mohamed Olama
Archived Theses and Dissertations
No abstract provided.