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 …

instrument to finance a company's sustainability transition has been developed: the sustainability-linked bond (SLB). This paper …) Anleihe. Diese Arbeit untersucht, inwiefern der SL-Anleihemarkt besonders diejenigen Unternehmen anzieht, die für eine …

. Significant similarities in the bond characteristics are therefore anticipated, which ultimately leads to similarities in pricing … for these bond issuers over time. In this paper, using a very rich database with primary catastrophe bond data from June … 1997 to March 2020, and proposing a novel random intercept model, the variations in catastrophe bond premiums introduced by …

volatility and liquidity of the US bond market. Although rating agencies' decisions often are anticipated by credit spread …

premium is implied from bond markets under the assumption of no-arbitrage. We estimate a regime switching term structure model …