Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-17
economic downturn. Specifically, we examine quantile-based time-varying connectedness between the green bond market and other … financial assets using quantile vector autoregression (QVAR) from 9 March 2018 to 10 March 2021. We use daily prices of S&P U …