-market effects of order flow. In particular, while Treasury bonds play a dominant role in stock-bond portfolio rebalancing, corporate … bonds can replace Treasury bonds as a safe “haven” during extreme stock market conditions or during a fall in Treasury bond …

the value of long duration bond holdings, particularly those with low or zero coupons. As investors reposition their … potential capital losses in their bond holdings. This paper examines the relationship between long term bonds and crude oil (as … measured by the exchange traded proxies, iShares 20 Year Treasury Bond [NYSEArca: TLT], iShares 7-10 Year Treasury Note …

results show that the green bond index could serve as a diversifier asset for medium- and long-term equity investors. Besides …-sample analysis of the pandemic crisis period shows a heightened short- and medium-term lead-lag association between the green bond … index and conventional investment returns. However, the green bond index emerges as a significant hedging and safe …

which hedge fund strategies outperform the U.S. equity and/or bond markets. The results from the realized and simulated …

which hedge fund strategies outperform the U.S. equity and/or bond markets. The results from the realized and simulated …

The green bond market has been growing rapidly worldwide in recent years. This paper investigates the role of green … bonds and stock-bond markets, finding that green bonds and bonds are strongly dependent as expected. We find no risk … analyze the in-sample and out-of-sample diversification effects of green bonds on a stock-bond portfolio using various asset …

Corporate bond returns in the major developed economies increase with risk, as measured by maturity and ratings. From a … variation of corporate bond returns than global factors. The factor exposures show intuitive patterns: as ratings worsen, equity … betas show a hockey stick pattern, sovereign betas decline monotonically and corporate bond betas increase steeply. …