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 …

voluntary federal government employee retirement savings vehicle called the Thrift Savings Plan. The G-Fund is managed 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 …

*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 …-bailout commitment can entail high costs for the potential guarantor. -- sub-national government bonds ; fiscal rules ; no-bailout clause …

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