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 …

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 …

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 …

German Bund and on sovereign bonds in eight countries belonging to the euro area (Belgium, France, Greece, Ireland, Italy …

German Bund and on sovereign bonds in eight countries belonging to the euro area (Belgium, France, Greece, Ireland, Italy …

prices and bond yields using fractional integration techniques. The model is estimated first over the period January 1966 … pandemic period. We find that the unit root hypothesis cannot be rejected for stock prices while for bond yields the results … differ depending on the maturity date and the specification of the error term. In general, bond yields appear to be more …

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

prices and bond yields using fractional integration techniques. The model is estimated first over the period January 1966 … pandemic period. We find that the unit root hypothesis cannot be rejected for stock prices while for bond yields the results … differ depending on the maturity date and the specification of the error term. In general, bond yields appear to be more …