This paper analyses persistence and non-linearities in quarterly and monthly US Treasury 10-year bond yields over the …

How does uncertainty affect the costs of raising finance in the bond market and via bank loans? Empirically, this paper … finds that heightened uncertainty is accompanied by an increase in corporate bond yields and a decrease in bank lending … the value of the lending relationship and lowers the lending rate. Bond investors demand compensation for the increased …

prices and bond yields using fractional integration techniques. The model is estimated first over the period January 1966 … pandemic period. We find that the unit root hypothesis cannot be rejected for stock prices while for bond yields the results … differ depending on the maturity date and the specification of the error term. In general, bond yields appear to be more …

green bond returns and volatilities. On the whole, the evidence suggests weaker linkages, and thus a lower degree of …

-level policies that increase tax avoidance opportunities, the results of the empirical model broadly confirm our theory …

This note examines the stochastic behaviour of US monthly 10-year government bond yields. Specifically, it estimates a …