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Green bond and financial markets : co-movement, diversification and price spillover effects
Reboredo, Juan Carlos - In: Energy economics 74 (2018), pp. 38-50
Persistent link: https://www.econbiz.de/10011972639
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Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets
Zhao, Mingguo; Park, Hail - In: International review of financial analysis 93 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014543461
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Assessing the accuracy of delta-normal VaR evaluation for Serbian government bond portfolio
Obadović, Milica; Petrović, Evica; Vunjak, Nenad; … - In: Economic research 29 (2016) 1, pp. 475-484
Persistent link: https://www.econbiz.de/10012221663
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Dynamic spillovers between uncertainties and green bond markets in the US, Europe, and China : evidence from the quantile VAR framework
Long, Shaobo; Tian, Hao; Li, Zixuan - In: International review of financial analysis 84 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013472927
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Financial crises and the dynamic linkages between stock and bond returns
Eraslan, Sercan; Ali, Faek Menla - 2017
This paper investigates the dynamic linkages in terms of the first and second moments between stock and bond returns … countries. Regarding the volatility spillovers, such spillovers from bond returns to those of stocks are stronger than the other …
Persistent link: https://www.econbiz.de/10011663407
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Green bonds and conventional financial markets in China : a tale of three transmission modes
Su, Tong; Zhang, Zuopeng; Lin, Boqiang - In: Energy economics 113 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013540550
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Time-varying spillover networks of green bond and related financial markets
Wei, Ping; Yuan, Kang; Ren, Xiaohang; Yan, Cheng; Lu, Zu-di - In: International review of economics & finance : IREF 88 (2023), pp. 298-317
Persistent link: https://www.econbiz.de/10014474525
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Extreme risk dependence between green bonds and financial markets
Sitara Karim; Lucey, Brian M.; Naeem, Muhammad Abubakr; … - In: European financial management : the journal of the … 30 (2024) 2, pp. 935-960
Persistent link: https://www.econbiz.de/10014511662
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Multifractal cross-correlations between green bonds and financial assets
Fernandes, Leonardo H. S.; Silva, José W. L.; Araujo, … - In: Finance research letters 53 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014472339
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Ambiguity, nominal bond yields and real bond yields
Zhao, Guihai - 2018
Equilibrium bond-pricing models rely on inflation being bad news for future growth to generate upward-sloping nominal …
Persistent link: https://www.econbiz.de/10011864574