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

firms in affected zones. Our research highlights a novel bond pricing factor associated with sudden natural disasters …

article aims to investigate the effect of investor sentiment as a systematic risk factor on speculative bond yield spreads … period extends from January 1997 to August 2014. In the VAR models, speculative bond spreads and consumer confidence index … period sentiment. Empirical findings imply that investor sentiment is a systematic risk factor in risky bond markets. …

no leverage. Yet using unique granular data on the bond holdings of institutional funds, we show that their trading …

capital and its impact on bond risk premia. We show that institutional fund managers trade strongly procyclically: they … price impact in both corporate and sovereign bond markets. We provide evidence that this procyclical behaviour is driven by …

We document a highly significant, strongly nonlinear dependence of stock and bond returns on past equity market …