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 …

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

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 explores the relationship between green bond markets and both green and conventional financial markets … Ukraine war, and earlier structural changes. Second, green bonds show the strongest comovement with benchmark bond markets … cases, declining, reinforcing their potential as a diversification tool. However, short-term movements in the green bond …

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