This paper examines mean and volatility spillovers between four green municipal bonds issued by the US states of … to those events. Significant dynamic linkages (interdependence) between the four municipal bonds under investigation are … green bond returns and volatilities. On the whole, the evidence suggests weaker linkages, and thus a lower degree of …

show that the determinants of bond market access in EMs vary with global cyclical conditions and across local and foreign … currency bond markets increasingly substituted for banks in channeling liquidity to EMs. In the case of foreign currency … to global factors appears to vary with the size of its foreign currency bond market rather than local fundamentals. Our …

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

Auctions of government bonds are the main allotment method used by the Treasury of advanced economies. Previous … cycle and do not signal underpricing when a perfect matching between the auctioned bond and the market quote used is ensured. …

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

daily S&P500, the US Treasury Bond Index (USTB), the S&P Green Bond Index (GREEN) and the Dow Jones (DJ) Islamic World …. The mortality rate, surprisingly, seems to have affected stock and bond prices positively with autocorrelated errors. As …

structure can help predict interest rates and excess bond returns. We demonstrate that the statistical tests that have been used … slope of the yield curve are robust predictors of excess bond returns, and there is no robust and convincing evidence for …

equity and bonds due to securitization may not be related to a decline in actual risk. … substantially, reflecting a change in the nature of the financial intermediation process. Together with increased securitization of … portfolio of assets, have also become more relevant. As a result, the volume of securitization, although traditionally …