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Where's the green bond premium? : evidence from China

Li, Quan; Zhang, Kai; Wang, Li - In: Finance research letters 48 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10013463262

Unleashing Fintech’s potential : a catalyst for green bonds issuance

Huang, Jin; Liu, Ruiqi; Wang, Wenting; Wang, Ziang; … - In: Journal of international financial markets, … 93 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014584025

Where's the greenium?

Larcker, David F.; Watts, Edward M. - 2019

as almost exact substitutes. Thus, the greenium is essentially zero …

Persistent link: https://www.econbiz.de/10012065160

Quantitative easing and exuberance in government bond markets : evidence from the ECB's Expanded Assets Purchase Program

Droes, Martijn; Lamoen, Ryan C. R. van; Mattheussens, Simona - 2017 - This version: 25 August 2017

This paper examines whether the ECB's Quantitative Easing (QE) policy is causing government bond prices to deviate from … series introduced by Phillips et al. (2015). We extend this methodology and apply it to government bond prices. The results … show that the QE policy substantially inflated government bond prices in Euro Area countries to such an extent that bond …

Persistent link: https://www.econbiz.de/10011715916

Quantitative easing and exuberance in government bond markets : evidence from ECB's expanded asset purchase program

Lamoen, Ryan C. R. van; Mattheussens, Simona; Dröes, … - 2017

Persistent link: https://www.econbiz.de/10011622309

Extreme directional spillovers between investor attention and green bond markets

Pham, Linh; Cepni, Oguzhan - In: International review of economics & finance : IREF 80 (2022), pp. 186-210

Persistent link: https://www.econbiz.de/10013341803

Green bonds, conventional bonds and geopolitical risk

Sheenan, Lisa - 2023

This paper analyses linkages between green, conventional (corporate and sovereign) bond markets and geopolitical risk … conventional bond markets. Green bond markets are significantly affected by sovereign and corporate bonds in both regimes, with …

Persistent link: https://www.econbiz.de/10014369613

Green bonds, conventional bonds and geopolitical risk

Sheenan, Lisa - In: Finance research letters 58 (2023) 3, pp. 1-7

Persistent link: https://www.econbiz.de/10014637433

An empirical comparison of sustainable and responsible investment ṣukūk, social impact bonds and conventional bonds

Syed Marwan Mujahid Syed Azman; Suhaiza Ismail; Haneef, … - In: ISRA international journal of islamic finance : an … 14 (2022) 3, pp. 256-273

Purpose The objectives of this paper are two-fold: first, to empirically compare and contrast the salient features of three financial instruments (FIs), namely sustainable and responsible investment (SRI) ṣukūk, social impact bonds (SIBs) and conventional bonds (CBs) and second, to examine...

Persistent link: https://www.econbiz.de/10014311339

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

economic downturn. Specifically, we examine quantile-based time-varying connectedness between the green bond market and other ….S. Treasury Bond Index, S&P US Aggregate Bond Index, S&P US Treasury Bond Current 10Y Index, S&P 500 Bond Index, S&P 500 … Financials index, S&P 500 Energy Bond Index and S&P 500, giving a total of 784 observations, and using Composite Index as a …

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