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Extreme connectedness between green bonds, government bonds, corporate bonds and other asset classes : insights for portfolio investors

Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-17

commodities. The results also shows that green bonds are strongly connected with treasury bonds, aggregate bonds and bond index … highlights the hedging and diversification benefits of green bonds. We have several implications for portfolio managers, policy … economic downturn. Specifically, we examine quantile-based time-varying connectedness between the green bond market and other …

Persistent link: https://www.econbiz.de/10013471139

Corporate green bond issuances : an international evidence

Lebelle, Martin; Lajili Jarjir, Souad; Sassi, Syrine - In: Journal of risk and financial management : JRFM 13 (2020) 2/25, pp. 1-21

Using an international sample of corporate Green bond issuances over the recent period, this paper highlights the … potential consequences of the issuance of a Green bond on the issuer's financial performance. Starting with a first sample of … 2079 Green bond issuances of 190 unique issuers from 2009 to 2018, we investigate only corporate green bond issuances. Our …

Persistent link: https://www.econbiz.de/10012173945

The use of principal component analysis (PCA) in building yield curve scenarios and identifying relative-value trading opportunities on the Romanian government bond market

Oprea, Andreea - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-37

sovereign yield curves, in this paper, we investigate certain characteristics of the Romanian government bond market. We perform …

Persistent link: https://www.econbiz.de/10013273600

The effect of financial inclusion and competitiveness on financial stability : why financial regulation matters in developing countries?

Jungo, João; Madaleno, Mara; Botelho, Anabela - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-20

This study aims to assess the effect of financial inclusion and competitiveness on banks’ financial stability, considering the moderating role of financial regulation. To do so, we compare the effects of these variables in Sub-Saharan African (SSA) and Latin American and Caribbean (LAC)...

Persistent link: https://www.econbiz.de/10013163834

Causality between financial development and foreign direct investment in Asian developing countries

Huy Tiet Pham; Gan, Christopher; Hu, Baiding - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-26

This study investigated the linkages between foreign direct investment (FDI) and financial development measured by banks and stock markets in 30 Asian developing countries from 1986 to 2019. We used a bivariate model with Granger causality tests to test the reverse causality between FDI and...

Persistent link: https://www.econbiz.de/10013273400

Survey of green bond pricing and investment performance

Liaw, Kwoloong Thomas - In: Journal of risk and financial management : JRFM 13 (2020) 9/193, pp. 1-12

Green bonds are similar to conventional bonds but are specifically earmarked to raise money to finance climate or … environmental projects. There have been anecdotes of green bonds being priced tighter than similar conventional bonds by the same … issuers. Our survey of academic literature indicates that most papers show the yield of a green bond is lower than that of the …

Persistent link: https://www.econbiz.de/10012385434

What future for the green bond market? : how can policymakers, companies, and investors unlock the potential of the green bond market?

Deschryver, Pauline; Mariz, Frédéric Rozeira de - In: Journal of risk and financial management : JRFM 13 (2020) 3/61, pp. 1-26

The green bond market is attracting new issuers and a more diversified base of investors. However, the size of the … green bond market remains small compared to the challenges it is meant to address and to the overall traditional bond market … with a large spectrum of green bond market participants. We identify the current barriers explaining the lack of …

Persistent link: https://www.econbiz.de/10012302466

A systematic and critical review on the research landscape of finance in Vietnam from 2008 to 2020

Ho, Tung Manh; Ngoc-Thang B. Le; Tran Hung-Long D.; … - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-24

This paper endeavors to understand the research landscape of finance research in Vietnam during the period 2008 to 2020 and predict the key defining future research directions. Using the comprehensive database of Vietnam's international publications in social sciences and humanities, we extract...

Persistent link: https://www.econbiz.de/10012534675

Green bond : a systematic literature review for future research agendas

Cortellini, Giuseppe; Panetta, Ida Claudia - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-29

Agreement of 2015, the climate bond market is expected to thrive in the near future. Green bonds are gaining increasing …Green bonds (or climate bonds) are one of the most used sustainable investment instruments, and under the Paris Climate … diversification, including green issuances, that are close to other fixed bonds. This paper aims to take advantage of previous …

Persistent link: https://www.econbiz.de/10012799145

The determinants of green bond issuance in the European Union

Dan, Anamaria; Tiron-Tudor, Adriana - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-14

Green bonds are a new financial tool that has developed rapidly in the context of climate change risks. Their proceeds … green bonds issue in the context of the European Union countries. Using linear regression, we explore the impact of … environmental, social, governance, and macroeconomic indicators on the level of green bond issues in the period 2014-2019. The …

Persistent link: https://www.econbiz.de/10012628555

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