SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Are green bonds environmentally friendly and good performing assets?
8 references·16 citing·51 second hopsampled
Are green bonds environmentally friendly and good performing assets? (2020)Are green bonds environmentally friendly …Time-varying relation between black and green bond price benchmarks: Macroeconomic determinants for the first decade (2019)Time-varying relation between…The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)The effect of pro-environment…The changing value of the ‘green’ label on the US municipal bond market (2018)The changing value of the ‘gr…Green bond and financial markets: Co-movement, diversification and price spillover effects (2018)Green bond and financial mark…Are green bonds priced differently from conventional bonds? (2018)Are green bonds priced differ…Is it risky to go green? A volatility analysis of the green bond market (2016)Is it risky to go green? A vo…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Liquidity, Taxes, and Short-Term Treasury Yields (1994)Liquidity, Taxes, and Short-T…Towards net-zero emissions: Can green bond policy promote green innovation and green space? (2023)Towards net-zero emissions: C…Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective (2023)Spillovers and connectedness …Impact of green finance on total factor productivity of heavily polluting enterprises: Evidence from green finance reform and innovation pilot zone (2023)Impact of green finance on to…Dynamic effect of Bitcoin, fintech and artificial intelligence stocks on eco-friendly assets, Islamic stocks and conventional financial markets: Another look using quantile-based approaches (2023)Dynamic effect of Bitcoin, fi…Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty (2023)Dynamic dependence and causal…Asymmetric effects of geopolitical risks and uncertainties on green bond markets (2023)Asymmetric effects of geopoli…Effect of green financial reform and innovation pilot zones on corporate investment efficiency (2022)Effect of green financial ref…Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19 (2022)Diversifier or more? Hedge an…Asymmetric effects of climate policy uncertainty, infectious diseases-related uncertainty, crude oil volatility, and geopolitical risks on green bond prices (2022)Asymmetric effects of climate…An index of cryptocurrency environmental attention (ICEA) (2022)An index of cryptocurrency en…Should investors include green bonds in their portfolios? Evidence for the USA and Europe (2021)Should investors include gree…Green Bond: A Systematic Literature Review for Future Research Agendas (2021)Green Bond: A Systematic Lite…COVID-19 and time-frequency connectedness between green and conventional financial markets (2021)COVID-19 and time-frequency c…Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis (2021)Comparative efficiency of gre…Climate bond, stock, gold, and oil markets: Dynamic correlations and hedging analyses during the COVID-19 outbreak (2021)Climate bond, stock, gold, an…Asymmetric relationship between green bonds and commodities: Evidence from extreme quantile approach (2021)Asymmetric relationship betwe…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Dealership market (1980)Generalized autoregressive conditional heteroskedasticity (1986)Liquidity and Market Structure (1988)Measuring Treasury Market Liquidity (2001)Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? (2003)Stock and Bond Market Liquidity: A Long-Run Empirical Analysis (2007)Multivariate GARCH models: a surveyDiversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies (2020)Is there a green premium in the green bond market? Systematic literature review revealing premium determinants (2020)Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution (2020)Male-Female Wage Differentials in Urban Labor Markets (1973)Wage Discrimination: Reduced Form and Structural Estimates (1973)Employers' Discriminatory Behavior and the Estimation of Wage Discrimination (1988)Drivers of green bond market growth: The importance of Nationally Determined Contributions to the Paris Agreement and implications for sustainability (2019)Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests (2022)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Price connectedness between green bond and financial markets (2019)Green bonds for sustainable development: Review of literature on development and impact of green bonds (2021)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)The Determinants of Credit Spread Changes (2001)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)The Green Bonds Premium Puzzle: The Role of Issuer Characteristics and Third-Party Verification (2019)The pricing of green bonds: are financial institutions special? (2021)Theory of Rational Option Pricing (1973)Toward a New Conception of the Environment-Competitiveness Relationship (1995)Illiquidity and stock returns: cross-section and time-series effects (2002)The green advantage: Exploring the convenience of issuing green bonds (2019)Climate Risks and Financial Stability (2020)Dissecting green returns (2022)Stock Market Volatility and Macroeconomic Fundamentals (2012)Measuring Economic Policy Uncertainty* (2016)Oil price shocks, geopolitical risks, and green bond market dynamics (2020)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)“Green” innovation, privacy regulation and environmental policy (2022)A tale of two tails among carbon prices, green and non-green cryptocurrencies (2022)Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic (2022)Impulse response analysis in nonlinear multivariate models (1996)Generalized impulse response analysis in linear multivariate models (1998)Green bonds and other assets: Evidence from extreme risk transmission (2021)Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)The causal relationship between green finance and geopolitical risk: Implications for environmental management (2022)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2002Dynamic Conditional Correlation7,126 cited
  • 2018The effect of pro-environmental preferences on bond prices: Evidence from green bonds1,377 cited
  • 2018Green bond and financial markets: Co-movement, diversification and price spillover effects771 cited
  • 2018Are green bonds priced differently from conventional bonds?512 cited
  • 2016Is it risky to go green? A volatility analysis of the green bond market346 cited
  • 2018The changing value of the ‘green’ label on the US municipal bond market338 cited
  • 2019Time-varying relation between black and green bond price benchmarks: Macroeconomic determinants for the first decade337 cited
  • 1994Liquidity, Taxes, and Short-Term Treasury Yields278 cited

Cited by

  • 2021COVID-19 and time-frequency connectedness between green and conventional financial markets256 cited
  • 2021Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis217 cited
  • 2022Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19216 cited
  • 2021Asymmetric relationship between green bonds and commodities: Evidence from extreme quantile approach198 cited
  • 2022Asymmetric effects of climate policy uncertainty, infectious diseases-related uncertainty, crude oil volatility, and geopolitical risks on green bond prices187 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2022An index of cryptocurrency environmental attention (ICEA)182 cited
  • 2023Towards net-zero emissions: Can green bond policy promote green innovation and green space?181 cited
  • 2021Should investors include green bonds in their portfolios? Evidence for the USA and Europe168 cited
  • 2022Effect of green financial reform and innovation pilot zones on corporate investment efficiency159 cited
  • 2023Asymmetric effects of geopolitical risks and uncertainties on green bond markets151 cited
  • 2021Climate bond, stock, gold, and oil markets: Dynamic correlations and hedging analyses during the COVID-19 outbreak150 cited
  • 2023Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective144 cited
  • 2023Impact of green finance on total factor productivity of heavily polluting enterprises: Evidence from green finance reform and innovation pilot zone141 cited
  • 2023Dynamic effect of Bitcoin, fintech and artificial intelligence stocks on eco-friendly assets, Islamic stocks and conventional financial markets: Another look using quantile-based approaches140 cited
  • 2021Green Bond: A Systematic Literature Review for Future Research Agendas121 cited
  • 2023Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty114 cited