Empirical research on the benefits of investing in inflation-linked bonds usually relies on a limited number of …

between the green bonds and ESG stocks during tranquil and turbulent periods (e.g. COVID-19 and Russia-Ukraine War …Purpose - This research explores the spillovers and portfolio implications for green bonds and environmental, social …) spillover method and portfolio strategies (hedge ratio, optimal weights and hedging effectiveness) for the data starting from …

The COVID-19 pandemic raised the question whether gold and sovereign bonds are a safe haven during epidemics. To this … MSCI Emerging Markets Index with gold and the major sovereign bonds. We study the effectiveness as safe haven during the … epidemics caused by SARS, Ebola, Zika, Swine Flu, and COVID-19. Our results show that gold is a weak safe haven for stock market …

. The analysis finds that green bonds act more as a hedge than a safe haven against economic policy uncertainty (EPU). In … bonds, clean energy stocks, and global rare earth elements. A dynamic conditional correlation-multivariate generalized … the case of diversification, green bonds work as diversifiers with clean energy stocks and rare earth elements during …

spillovers mostly run from stocks to bonds and exhibit a time-varying pattern over all three stages of the crisis in most … countries. Regarding the volatility spillovers, such spillovers from bond returns to those of stocks are stronger than the other …

The study investigates the tail-risk spillover between the markets for sukuk and conventional bonds across fifteen … main periods when connectedness intensified with high uncertainty. The results of this study offer insights for investors …