authorities in achieving a better understanding of the current situation of the green bond market in global terms …

We document the existence of a global monetary policy factor in sovereign bond yields, related to the size of the … of expanding fiscal deficits on global bond yields, driving them to even lower levels. Our findings have important policy … increases in sovereign bond yields globally, widening spreads and currency depreciations of vulnerable sovereigns with severe …

, which is more pronounced for higher maturities and when risk aversion proxied by bond market volatility is high. Going …

bond yields. It shows that the low short-term interest rate, induced by the Bank of Japan's (BoJ) accommodative monetary …. These findings are relevant to ongoing policy debates in Japan and other advanced countries about government bond yields …

We examine the impact of Chinese monetary policies on the excess bond yields of Chinese local bonds issued by Chinese … high degree of existing resource misallocation. Our estimation results confirm that local government bond excess yields can …

This study analyses how liquidity risk affects bonds' yield spreads after controlling for credit risk, bond …

We examine the impact of Chinese monetary policies on excess local bond yields (the spreads over Chinese government …

market, private benchmarks long ago displaced government benchmarks. In the bond markets, evidence from organised exchanges … government bond futures to private interest rate swaps. The global financial crisis seems only to have interrupted this process … in the US dollar bond market, the European sovereign bond strains may have accelerated it in the euro bond market; and …

the dynamics of bond yields. Joint models of US and German nominal yields do not offer economically significant advantages …

This paper models the dynamics of Japanese government bond (JGB) nominal yields using daily data. Models of government … bond yields based on daily data, such as those presented in this paper, can be useful not only to investors and market …