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Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond
16 references·16 citing·47 second hopsampled
Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond (2022)Impacts of COVID-19 outbreak, macroeconom…Corporate green bonds (2021)Corporate green bondsStock markets’ reaction to COVID-19: Cases or fatalities? (2020)Stock markets’ reaction to CO…Does financial inclusion impact CO2 emissions? Evidence from Asia (2020)Does financial inclusion impa…Price connectedness between green bond and financial markets (2019)Price connectedness between g…Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…Green bond and financial markets: Co-movement, diversification and price spillover effects (2018)Green bond and financial mark…Do Shareholders Benefit from Green Bonds? (2018)Do Shareholders Benefit from …Are green bonds priced differently from conventional bonds? 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An Investigation of U.S.‐Japan Stock Return Comovements (1996)Why Do Markets Move Together?…Volatility and Links between National Stock Markets (1994)Volatility and Links between …Correlations in Price Changes and Volatility across International Stock Markets (1990)Correlations in Price Changes…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…The impacts of global economic policy uncertainty on green bond returns: A systematic literature review (2024)The impacts of global economi…The heterogeneous reaction of green and conventional bonds to exogenous shocks and the hedging implications (2024)The heterogeneous reaction of…Driving the Green Transformation of Enterprises: The Role of Patent Insurance (2024)Driving the Green Transformat…A multi-dimensional connectedness and spillover between green bond and Islamic banking equity: Evidence from country level analysis (2024)A multi-dimensional connected…The role of major markets in predicting the U.S. municipal green bond market performance: New evidence from machine learning models (2023)The role of major markets in …Risk spillovers connectedness between the US Fintech industry VaR, behavioral biases and macroeconomic instability factors: COVID-19 implications (2023)Risk spillovers connectedness…Greenium, credit rating, and the COVID-19 pandemic (2023)Greenium, credit rating, and …Green bonds’ connectedness with hedging and conditional diversification performance (2023)Green bonds’ connectedness wi…Green Bond as an Innovative Financial Instrument in the Indian Financial Market: Insights From Systematic Literature Review Approach (2023)Green Bond as an Innovative F…Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network (2023)Dynamic spillover effects of …The stress contagion among financial markets and its determinants (2022)The stress contagion among fi…The European Central Bank and Green Finance: How Would the Green Quantitative Easing Affect the Investors’ Behavior During Times of Crisis? 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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2021Corporate green bonds2,624 cited
  • 2016CoVaR2,395 cited
  • 2012Uncertainty about Government Policy and Stock Prices2,327 cited
  • 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,790 cited
  • 2020Stock markets’ reaction to COVID-19: Cases or fatalities?1,253 cited
  • 2018Do Shareholders Benefit from Green Bonds?1,157 cited
  • 2002A Rational Expectations Model of Financial Contagion1,080 cited
  • 1996Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements867 cited
  • 2018Green bond and financial markets: Co-movement, diversification and price spillover effects771 cited
  • 1994Volatility and Links between National Stock Markets679 cited
  • 2020Does financial inclusion impact CO2 emissions? Evidence from Asia549 cited
  • 2019Price connectedness between green bond and financial markets

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526 cited
  • 2018Are green bonds priced differently from conventional bonds?512 cited
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    • 2022Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis92 cited
    • 2022Extreme quantile spillovers and drivers among clean energy, electricity and energy metals markets81 cited
    • 2022The European Central Bank and Green Finance: How Would the Green Quantitative Easing Affect the Investors’ Behavior During Times of Crisis?45 cited
    • 2022Do green bonds offer a diversification opportunity during COVID-19?—an empirical evidence from energy, crypto, and carbon markets40 cited
    • 2022A state-of-the-art overview of green bond markets: Evidence from technology empowered systematic literature review34 cited
    • 2024A multi-dimensional connectedness and spillover between green bond and Islamic banking equity: Evidence from country level analysis30 cited
    • 2023Green bonds’ connectedness with hedging and conditional diversification performance30 cited
    • 2023Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network28 cited
    • 2023The role of major markets in predicting the U.S. municipal green bond market performance: New evidence from machine learning models28 cited
    • 2023Risk spillovers connectedness between the US Fintech industry VaR, behavioral biases and macroeconomic instability factors: COVID-19 implications27 cited
    • 2023Green Bond as an Innovative Financial Instrument in the Indian Financial Market: Insights From Systematic Literature Review Approach26 cited
    • 2023Greenium, credit rating, and the COVID-19 pandemic26 cited
    • 2022The stress contagion among financial markets and its determinants25 cited
    • 2024The impacts of global economic policy uncertainty on green bond returns: A systematic literature review24 cited
    • 2024The heterogeneous reaction of green and conventional bonds to exogenous shocks and the hedging implications24 cited
    • 2024Driving the Green Transformation of Enterprises: The Role of Patent Insurance11 cited