, Japanese, and UK government bond and equity markets in a vector autoregression. The results suggest that U.S. financial shocks …

A cross-country comparative analysis shows that there is substantial room for further integration of China into global … financial markets, especially in the case of the international bond market. A further successful liberalization of the Chinese … bond market would encompass not only loosening bond market regulations, but also further developing of other markets …

that the extent to which fiscal variables affect domestic bond yields in emerging economies depends on the level of global … domestic bond yields in emerging economies. However, when market participants are on edge, they pay greater attention to …

sovereign bonds during 32 crises since 1998, taking into account losses from bond exchanges as well as profits before and after …

We analyze the long-run impact of emerging-market sovereign bond yields on corporate bond yields, finding that the …

This paper examines how emerging bond markets react to macroeconomic announcements. Global bond spreads respond to …

bond issuers relative to other firms, but no difference for green loan and sustainability-linked loan borrowers. Green bond …

This paper examines the drivers of liquidity shortages in the Mexican government bond market. We use unique transaction …- and quote level data with information on end-investors to construct an index of bond market liquidity. We find that …