government debt raises sovereign risk and in turn generates potential bank losses via their (sovereign) bond holdings. Hence, an … bias in banks sovereign bond holdings by reducing excessive exposure to domestic sovereigns has only limited benefit in …

The green bond market has grown strongly in recent years, especially in the euro area. With regard to the European … rapidly evolving green bond market. In addition, the effect of ECB bond purchases on yields under the corporate sector … purchase program (CSPP) and the pandemic emergency purchase program (PEPP) is examined. The analysis shows that ECB bond …

the common currency has not a uniform effect on the bond yields and there is a nominal convergence between Eurozone bond …By adopting a dynamic ARDL transformation, we investigate the cointegrating relationship of the government bond debt … yields based on money market determinants. The recent financial crisis indicates that the sovereign bond market convergence …

in bond markets. Asset purchase policies are not without side effects, though, as the induced scarcity has an adverse …

can it be corrected? The cause of the instability in euro area government bond markets can be traced to a discretionary …

GARCH framework, which uses Italian long-term bond futures to disentangle expected from unexpected policy actions. We find … that the ECB announcements about unconventional monetary policies substantially reduced Italian long-term government bond …

This paper examines the dynamic relationship between credit risk and liquidity in the sovereign bond market in the …

French, Italian, German and Spanish long-term sovereign bonds during the culmination of the Eurozone debt crisis in 2011 … bond's yields, although Germany's rating status was never touched by CRA. There is no evidence for Granger causality from … bond yields to rating announcements. We infer from these findings that CRA announcements significantly influenced crisis …