, Japanese, and UK government bond and equity markets in a vector autoregression. The results suggest that U.S. financial shocks …

bond market from the same bond market's weight in global bond market, we investigate the determinants of foreign and … domestic investment biases in 41 global bond markets. We find that foreign investors significantly overweigh markets that offer …. Such return driven behavior of foreign investors is especially pronounced in emerging bond markets. Meanwhile, home bias is …

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