backstop to the government bond market. However, limited QE experience calls for caution in interpreting the results. …

use these to create hypothetical inflation-linked bond returns. We compare these with the return on actual inflation …-linked bond returns on a recent sample and find that surveys of professional forecasters and moving average models perform best …. We confirm these findings for a sample of 19 international inflation-linked bond markets. Using surveys of professional …

.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 …

Understanding the behaviour of the equity yield and its relation to the bond yield is important for portfolio managers … previously greater than the bond yield-declined, while the bond yield rose and became higher. Research, seeking to understand … this, put forward the view that stock and bond return volatility is key. Evidence from the 2000s suggest that the relative …

cover pool and the payment structure. They offer unified risk metrics for the European covered bond universe, which ensures …

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 …

a mispricing in the Israeli government bond market, a market with different characteristics. I find that in Israel the …