Good Morning/Afternoon,
after conducting an event-study on two different groups of bonds (Green and non-Green Bonds) I want to match a non-Green bond with similar characteristics to my given green bond based on two observables I have in my data (time dimension in trading days as date variable (announcement date) and amount issued). The dates of announcement of the respective bond should not be apart more than one or two years ideally. For the amount issued the minimum of the amount issued as a greenbond and as non-green Bond shall be matched (min(amount issued_GB-amount issued_regular)).
To disentangle both bonds I used a greenbond dummy == 1 if the respective bond is a green bond.
After this matching has been done, I want to re-run my Event-Study and figure out if there is differences in returns for the created pairs and conduct additional Analysis.
Is this possible in Stata? If so, which function do you suggest?
If you need further information (i.e. data etc.) please let me know!
Thank you for your help already!
Best
Kai
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