This paper investigates the informational efficiency of green bond markets using a recently introduced quantitative … inefficiency of the green bond market is generally found to be very similar to that of benchmark bond markets such as treasury bond … green bond markets are very similar to those in the benchmark bond markets. In other words, fundamental factors that drive …

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

Historical events are reflected in asset prices. In this paper, we analyse government bond prices of Germany and … government bond prices. This holds, in particular, for the official outbreak of the war and the loss and gain of national … sovereignty. Other events to which historians attach great importance are not reflected in bond prices: The most prominent example …

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

Were government bond risk premia affected by the media in addition to the effects of major events? Revisiting the … European debt crisis, we analyze the role of television news in the rise and re-convergence of GIIPS bond spreads vis … stability and “international financial support” to distressed countries in reducing bond spreads. Moreover, weekend news enables …

daily S&P500, the US Treasury Bond Index (USTB), the S&P Green Bond Index (GREEN) and the Dow Jones (DJ) Islamic World …. The mortality rate, surprisingly, seems to have affected stock and bond prices positively with autocorrelated errors. As …

results document the important role played by the news variables. More specifically, news pessimism and intensity affect bond … disagreement has a significant effect, and only on bond inflows into the US. Most results are robust to the exclusion of the six …