bonds makes it possible to achieve maximum hedging effectiveness between the S&P green bond (GB) and the S&P 500 ESG …) spillover method and portfolio strategies (hedge ratio, optimal weights and hedging effectiveness) for the data starting from …). Furthermore, hedging costs are lower both in normal times and during economic slumps. Investing the bulk of the funds in green …

Corporate bond returns in the major developed economies increase with risk, as measured by maturity and ratings. From a … pricing perspective, we find little to no evidence against the World CAPM model, where the market consists out of equity … variation of corporate bond returns than global factors. The factor exposures show intuitive patterns: as ratings worsen, equity …

This study examines the hedging effectiveness of financial innovations against crude oil investment risks, both before … computation of optimal weights and optimal hedging ratios. Results show evidence of hedging effectiveness for the financial … innovations against oil market risks, with higher hedging performance observed during the pandemic. Overall, we show that sectoral …

hedging strategies for EMU bond portfolios for non-crisis and crisis periods. We analyze single and composite hedges with the …During the recent European sovereign debt crisis, returns on EMU government bond portfoli-os experienced substantial … government bonds had to derive new hedging strategies to deal with changing return properties and higher levels of uncertainty …

which hedge fund strategies outperform the U.S. equity and/or bond markets. The results from the realized and simulated …

which hedge fund strategies outperform the U.S. equity and/or bond markets. The results from the realized and simulated …

the value of long duration bond holdings, particularly those with low or zero coupons. As investors reposition their … potential capital losses in their bond holdings. This paper examines the relationship between long term bonds and crude oil (as … measured by the exchange traded proxies, iShares 20 Year Treasury Bond [NYSEArca: TLT], iShares 7-10 Year Treasury Note …