Network connectedness of green bonds and asset classesJuan C. Reboredo, Andrea Ugolini, Fernando Antônio Lucena Aiube2020-01-07articleEnergy Economics349 citationsclosedNo readable copy stored yet — this record is metadata only.Sustainable Finance and Green BondsFinancial Risk and Volatility ModelingMarket Dynamics and VolatilityAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 349 citations exist upstream.References1998Generalized impulse response analysis in linear multivariate models2011Better to give than to receive: Predictive directional measurement of volatility spillovers1996Impulse response analysis in nonlinear multivariate models2014On the network topology of variance decompositions: Measuring the connectedness of financial firms2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*2018The effect of pro-environmental preferences on bond prices: Evidence from green bonds2018Do Shareholders Benefit from Green Bonds?2002An Introduction to Wavelets and Other Filtering Methods in Finance and EconomicsCited by2020Relationship between green bonds and financial and environmental variables: A novel time-varying causality2020Dependence and risk spillovers between green bonds and clean energy markets2022Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity2021COVID-19 and time-frequency connectedness between green and conventional financial markets2021Are green bonds a different asset class? Evidence from time-frequency connectedness analysis2022Green bond as a new determinant of sustainable green financing, energy efficiency investment, and economic growth: a global perspective2020The influence of investor sentiment on the green bond market2020The static and dynamic connectedness of environmental, social, and governance investments: International evidence