How do stock, oil, and economic policy uncertainty influence the green bond market?
Year of publication: |
2022
|
---|---|
Authors: | Pham, Linh ; Nguyen Phuc Canh |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 45.2022, p. 1-10
|
Subject: | Green bonds | Uncertainty | Causality | Markov-switching | Connectedness | Anleihe | Bond | Risiko | Risk | Rentenmarkt | Bond market | Nachhaltige Kapitalanlage | Sustainable investment | Börsenkurs | Share price | Kausalanalyse | Causality analysis | Volatilität | Volatility |
-
Extreme directional spillovers between investor attention and green bond markets
Pham, Linh, (2022)
-
Uncertainties and green bond markets : evidence from tail dependence
Lin, Boqiang, (2023)
-
Green bonds, conventional bonds and geopolitical risk
Sheenan, Lisa, (2023)
- More ...
-
Asymmetric tail dependence between green bonds and other asset classes
Pham, Linh, (2021)
-
Nguyen Phuc Canh, (2021)
-
Thanh Dinh Su, (2022)
- More ...