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Dynamics of green and conventional bonds : hedging effectiveness and sustainability implication

Belguith, Rihab - In: International Journal of Financial Studies : open … 13 (2025) 2, pp. 1-25

of various bond benchmarks. Implementing multivariate portfolio construction strategies, we investigate the hedging … be proven. To this end, we employ a time-varying parameter vector autoregression (TVP-VAR), first deriving dynamic …

Persistent link: https://www.econbiz.de/10015433980

Should investors include green bonds in their portfolios? : Evidence for the USA and Europe

Han, Yingwei; Li, Jie - In: International review of financial analysis 80 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013366150

Green and good? : The investment performance of US environmental mutual funds

Climent Diranzo, Francisco J.; Soriano-Felipe, Pilar - 2011

Persistent link: https://www.econbiz.de/10010428278

Essays in financial economics

Greenwood, Robin - 2002

Persistent link: https://www.econbiz.de/10003779960

Commonality in liquidity in the US corporate bond market

Bethke, Sebastian - In: Essays on the determinants of corporate bond yield spreads, (pp. 86-129). 2016

Persistent link: https://www.econbiz.de/10011733594

What drives the correlation of stock and bond returns in the US and UK markets?

Kountouris, Spyridon; Alexiou, Constantinos; Vogiazas, … - In: Athens journal of business & economics : AJBE 11 (2025) 2, pp. 211-222

Persistent link: https://www.econbiz.de/10015441807

Dynamic impact of the US yield curve on green bonds : navigating through recent crises

Umar, Zaghum; Iqbal, Najaf; Teplova, Tamara V.; Tan, Duojiao - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10015133670

Can municipal bonds hedge US state-level climate risks?

Polat, Onur; Gupta, Rangan; Cepni, Oguzhan; Ji, Qiang - In: Finance research letters 67 (2024) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10015062613

Can municipal bonds hedge US state-level climate risks?

Polat, Onur; Gupta, Rangan; Cepni, Oguzhan; Ji, Qiang - 2024

Persistent link: https://www.econbiz.de/10014521269

Do US active mutual funds make good of their ESG promises? : evidence from portfolio holdings

Guidolin, Massimo; Magnani, Monia - In: Risks : open access journal 12 (2024) 2, pp. 1-26

We investigate the occurrence of greenwashing in the US mutual fund industry. Using panel regression methods, we test whether there exist differences in the portfolio investment behaviors of active equity funds that are self-declared to be driven by ESG motives when compared to all other funds....

Persistent link: https://www.econbiz.de/10014497325