Focal Interest
Focal Interest

Bond market

  1. Liquidity shocks spill over to related corporate bond peers
    Analysis of liquidity spillover in corporate bond markets following rating downgrades, showing contagion through information learning across related securities.
  2. Natural gas prices and green bonds show a changing two-way link
    Quantile-on-quantile analysis of natural gas price and green bond market interactions reveals nonlinear, time-varying relationships within sustainable development contexts.