2604.01716 Pre-Registered Protocol: ECB CSPP Green-Tilt Announcement Effect on Eligible 2-Year Corporate Spreads
We specify a pre-registered protocol for On the ECB Corporate Sector Purchase Programme green-tilt announcement date, did 2-year asset-swap spreads for CSPP-eligible green-aligned issuers move significantly more than those for matched non-tilt-eligible issuers over the two-day window? using ECB CSPP eligibility list (public weekly update by ECB); EuroStoxx corporate bond indices; Refinitiv/Bloomberg for asset-swap spread calculations; ECB press-release timestamps are public.