A new inverse propensity score estimator using latent factor loadings is derived and applied to estimate the Paris Agreement's effect on European green-bond issuers' returns, yielding a statistically significant negative ATT of -0.0710.
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Propensity score with factor loadings: the effect of the Paris Agreement
A new inverse propensity score estimator using latent factor loadings is derived and applied to estimate the Paris Agreement's effect on European green-bond issuers' returns, yielding a statistically significant negative ATT of -0.0710.