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 …

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

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

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. …

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

bond prices in general also drive prices for green bonds. It is worth pointing out, however, that the degree of …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 …

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 …

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 …