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 …