confirm that the liquidity of sovereign green bonds can be explained by bond maturity. …The aim of this study is to analyse and assess the yields and liquidity of sovereign green bonds in selected countries … to analyse the financial performance of sovereign green bonds by examining yields and liquidity metrics, such as bid …

This work uses financial markets connected by arbitrage relations to investigate the dynamics of price and liquidity … discovery, which refer to the cross-instrument forecasting power for prices and liquidity, respectively. Specifically, we seek … to understand the linkage between the cheapest to deliver bond and closest futures pairs by using high-frequency data on …