This paper analyses persistence and non-linearities in quarterly and monthly US Treasury 10-year bond yields over the …

This paper empirically investigates the relationship between TV news coverage and the GIIPS countries’ bond yield …-specific economic issues. We find that an increasing share of news about the Eurozone reduces yield spreads, especially when the news …-specific news have a significant impact on GIIPS yield spreads. A higher share of positive/negative news is positively associated …

How does uncertainty affect the costs of raising finance in the bond market and via bank loans? Empirically, this paper … finds that heightened uncertainty is accompanied by an increase in corporate bond yields and a decrease in bank lending … the value of the lending relationship and lowers the lending rate. Bond investors demand compensation for the increased …

curve. Most importantly, variation in yield skewness has substantial forecasting power for future bond excess returns, high …Conditional yield skewness is an important summary statistic of the state of the economy. It exhibits pronounced … variation over the business cycle and with the stance of monetary policy, and a tight relationship with the slope of the yield …

We study sovereign bond yields in OECD countries with a dynamic panel by checking for cross-section dependence …

This study assesses the short and long-run behaviour of long-term sovereign bond yields in OECD countries, for the …

bond yields in the European Union. Our model predicts that risk premia contained in government bond spreads should increase …

prices and bond yields using fractional integration techniques. The model is estimated first over the period January 1966 … pandemic period. We find that the unit root hypothesis cannot be rejected for stock prices while for bond yields the results … differ depending on the maturity date and the specification of the error term. In general, bond yields appear to be more …

green bond returns and volatilities. On the whole, the evidence suggests weaker linkages, and thus a lower degree of …