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 …

We analyze the link between banking sector quality and sovereign risk in the whole European Union over 1999–2014. We … theoretically and empirically motivated banking sector characteristics, and a Bayesian inference in panel estimation as a …-up call hypothesis in that markets re-appraised a number of banking sector-related issues in the pricing of sovereign risk …

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

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 …

This paper qualifies the view of pronounced overpricing of sovereign bonds for the so-called GIIPS countries during the … of public debt for the pricing of government bonds has changed twice: Firstly following the signing of the Maastricht … its impact upon bond yield spreads has become comparable to the time before the Maastricht treaty. …

expansion induces the median voter to provide political support for banking development as this new electorate has lower … broader voting franchise is more conducive towards the banking sector, consistent with Perotti and von Thadden (2006). Our …

explain why Asian banks were undercapitalised and took excessive risks before the banking crisis emerged. …