towards a greener Europe. Thereby, the EU is not only entering the green bond market, but also set to become one of the … biggest green bond issuers. Consequently, financial market participants are eager to know what to expect from the EU as a new … green bond issuer and whether a negative green bond premium, a so-called Greenium, can be expected for the NGEU green bonds …

.g. cities, Lander, public sector entities), and its covered bond prices. We provide example results for a variety of scenarios …

bonds with higher collateral haircuts. The importance of collateral haircuts on bond yields remains robust after controlling …

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

This article examines the joint dynamics of volatility-volume relation in the high-yield (junk) corporate bond market … easily lead to different inferences about the volatility-volume relation in the junk bond market. More specifically …

. Before the French presidential elections in 2017, the French bond spread widened together with the estimated Le Pen election …