for bonds. For the stock market we used realized returns and estimated the role of the green factor in the yield using the … individual companies. Using data on a number of green bonds and their chosen “twin” bonds, we calculate the difference in the … premium in the yield to maturity over that of a similar government bond for all pairs of “twin” bonds and proceed to check if …

We analyze four years of transaction data for euro-area sovereign bonds traded on the MTS electronic platform. In order … results confirm that trades of more recently issued bonds and longer maturity bonds have a greater permanent effect on prices …. We compare the price impact of trades for bonds across different maturity categories and find that trades of French and …

This paper provides an innovative theoretical model and empirical evidence for how the illiquidity of corporate bonds … pronounced for bonds with lower market sensitivity and for firms with higher degrees of information uncertainty and operating in …

strategy. Calibrating our model to a unique data set of about 880,000 early exercises in non-tradable putable bonds over a time …

characteristics of bonds. Overall, our results imply a beneficial role of CDS in the bond market as the existence of mispricing … between CDS and bonds results in a subsequent price convergence in bonds …

the yields of Euro-area central government bonds. The empirical analysis shows that investors demand higher yields for … bonds with higher collateral haircuts. The importance of collateral haircuts on bond yields remains robust after controlling …