In this article we examine the relations between risk, the choice of foreign or local contract terms (parameters) and … risk (rating BBB+ and below, which we label Lower Grade or LG) are greater when the bonds are written in foreign parameters …

This paper analyses linkages between green, conventional (corporate and sovereign) bond markets and geopolitical risk … indicate that geopolitical risk significantly affects green bonds in periods of high volatility, but does not do so to … conventional bonds and may be more susceptible to geopolitical risk and contagion. …

risk-adjusted portfolio returns after accounting for estimation error and model uncertainty, as evidenced by the …