Hi all,
For my thesis I need to extract the difference in Issue Yield between green bonds and conventional bonds. First, I have identified matches (based on different characteristics and Mahalonobis Distance) using mahapick:
mahapick Maturity Coupon AmountIssuedUSD, idvar(id) treated(GreenBond) genfile(MatchedGreenBonds) prime_id(prime_id_var) matchnum(matchnum_var) nummatches(1) full matchon(BondGrade)
I am stuck however on how to create a new variable that indicates the difference in Issue Yields between the green bond and the matched conventional bond, can anyone help me?
Thank you very much!
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