This paper investigates whether firms are able to diversify the maturity structure of their bond profiles given the … availability of the offshore bond markets. I look at average maturity, maturity structure, and the inverse of the Herfindahl index … currency hedging also matter in bond maturity management with the presence of offshore bond markets …

With the recent development of the European debt crisis, traditional index bond management has been severely called …-budgeting approach is the most appropriate scheme to manage sovereign risk in bond portfolios and gives very appealing results with … respect to active management of bond portfolios …

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 …

This paper analyses linkages between green, conventional (corporate and sovereign) bond markets and geopolitical risk … conventional bond markets. Green bond markets are significantly affected by sovereign and corporate bonds in both regimes, with …

We examine government bond factor premiums in a deep global sample from 1800 to 2020 spanning the major markets and … maturities. Bond factors (Value, Momentum, Low-risk) offer attractive premiums that do not decay across samples, are persistent …, as well as to bond or equity market risks. A combined multi-factor bond strategy provides the strongest risk …

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 …