SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Extreme directional spillovers between investor attention and green bond markets · Study

ArticleShelves

ArticleExtreme directional spillovers between investor attention and green bond markets

Oğuzhan Çepni2022

Article2022

Extreme directional spillovers between investor attention and green bond markets

Oğuzhan Çepni

103 citations·0/0 files stored·International Review of Economics & Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Sustainable Finance and Green Bonds Financial Markets and Investment Strategies Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 103 citations exist upstream.

References

2016Measuring Economic Policy Uncertainty*1998Generalized impulse response analysis in linear multivariate models 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 1996Impulse response analysis in nonlinear multivariate models 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors 2019Do Investors Care about Carbon Risk?2011In Search of Attention

Cited by

2022Dynamic spillovers between uncertainties and green bond markets in the US, Europe, and China: Evidence from the quantile VAR framework 2022Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis 2022Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index 2022Spillovers and connectedness between green bond and stock markets in bearish and bullish market scenarios 2024

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2021Interdependence between Green Financial Instruments and Major Conventional Assets: A Wavelet-Based Network Analysisarticle · 19 shared references 2024Impact of climate policy uncertainty on return spillover among green assets and portfolio implicationsarticle · 18 shared references 2023Time-varying spillover networks of green bond and related financial marketsarticle · 17 shared references 2023Green bonds’ connectedness with hedging and conditional diversification performancearticle · 17 shared references 2021Green Bond: A Systematic Literature Review for Future Research Agendasreview · 16 shared references 2022Asymmetric connectedness between cryptocurrency environment attention index and green assetsarticle · 16 shared references

Details

Year2022

Typearticle

Published2022-02-28

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations103

Files0 public / 0

ShelfSustainable Finance and Green Bonds

Identifiers

doi10.1016/j.iref.2022.02.069

openalex_workW4214752005

Links

Imported from OpenAlex (CC0) — nothing here is generated.

Dynamic spillover connectedness among green finance and policy uncertainty: Evidence from QVAR network approach

2023Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities

2024Impact of climate policy uncertainty on return spillover among green assets and portfolio implications

2024Does the issuance of green bonds nudge environmental responsibility engagements? Evidence from the Chinese green bond market