Achieving sustainable development represents one of the foremost challenges of the twenty-first century. In this context, funding environmentally and/or socially impactful projects becomes vital. Consequently, in recent years, the green, social, and sustainability [GSS] bonds have become a ‘trending’ topic, with more and more countries being interested in promoting their issuance. Through our research, we aim to advance a two-fold contribution to the field of economic studies on GSS bonds, as follows. First, we perform a brief bibliometric analysis on a dataset of 950 scientific documents extracted from the Web of Science Core Collection database, spanning the years from 1976 to 2024. The results highlight a growing interest in the subject of GSS bond issuance in the last few years. Second, we assess the manner in which various factors might influence the GSS bond issuance for a sample of 28 European countries between 2018 and 2022. In this respect, we apply a comprehensive statistical technique—Bayesian Model Averaging, with a ‘uniform’ model prior, noninformative priors for the constant and the error variance, and Zellner’s prior with ‘Empirical Bayes local’ \(g\) parameter for regression coefficients. The econometric results suggest that carbon dioxide emissions are a primary determinant of GSS bond issuance, followed by overall governance quality and unemployment. These outcomes are in line with previous studies on the issuance of GSS bonds.