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

curve. Most importantly, variation in yield skewness has substantial forecasting power for future bond excess returns, high …

*t substantially increases the accuracy of long-range interest rate forecasts, helps predict excess bond returns, improves estimates of …

for their sovereign bond emissions. For this purpose we analyse financial market data from 288 tradable cantonal bonds in … significantly to lower cantonal bond spreads. Second, we study the impact of a credible no-bailout regime on the risk premia of …

We test the hypothesis that the government bond markets in the Eurozone are more fragile and more susceptible to self …

Were government bond risk premia affected by the media in addition to the effects of major events? Revisiting the … European debt crisis, we analyze the role of television news in the rise and re-convergence of GIIPS bond spreads vis … stability and “international financial support” to distressed countries in reducing bond spreads. Moreover, weekend news enables …

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

This paper investigates the informational efficiency of green bond markets using a recently introduced quantitative … inefficiency of the green bond market is generally found to be very similar to that of benchmark bond markets such as treasury bond … green bond markets are very similar to those in the benchmark bond markets. In other words, fundamental factors that drive …