Mészáros, Mercédesz; Csiki, Máté; Kiss, Gábor Dávid - In: European financial and accounting journal : EFAJ 18 (2023) 1, pp. 25-44
in future investment decisions. The aim of our study was to examine the volatility properties of green sovereign bonds of … conditional volatility premium for green government bonds. To answer our research questions, we calculated conditional … Hungarian green sovereign bonds have higher volatility than the traditional ones, which is the opposite of the German experience. …