bond market. We exploit these policy changes using a difference-in-differences strategy, with ineligible corporate green …

This paper econometrically models the dynamics of Swedish government bond (SGB) yields. It examines whether the short … reaffirm John Maynard Keynes's view that the central bank's monetary policy affects long-term government bond yields through … with empirical patterns discerned in previous studies related to government bond yields in both advanced countries and …

to understand the linkage between the cheapest to deliver bond and closest futures pairs by using high-frequency data on …

between sovereign bond yield spreads and their fundamental determinants. We use a two-step empirical approach. First, we apply … bond markets in the euro area over the period January 1999 to July 2016. Second, we estimate the impact of ECB policy … interventions on the time-varying risk factor sensitivities of spreads. Our results provide evidence of a new bond-pricing regime …

between sovereign bond yield spreads and their fundamental determinants. Our results provide evidence of a new bond …

government debt raises sovereign risk and in turn generates potential bank losses via their (sovereign) bond holdings. Hence, an … bias in banks sovereign bond holdings by reducing excessive exposure to domestic sovereigns has only limited benefit in …

can it be corrected? The cause of the instability in euro area government bond markets can be traced to a discretionary …