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Do the green bonds overreact to the COVID-19 pandemic? · Study

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ArticleDo the green bonds overreact to the COVID-19 pandemic?

Tianxiang Cui2022

OA

Articlegreen2022

Do the green bonds overreact to the COVID-19 pandemic?

Tianxiang Cui · Muhammad Tahir Suleman · Hongwei Zhang

32 citations·0/0 files stored·Finance research letters

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Sustainable Finance and Green Bonds Market Dynamics and Volatility COVID-19 Pandemic Impacts

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1992Testing the null hypothesis of stationarity against the alternative of a unit root 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms 2020Financial markets under the global pandemic of COVID-19 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1998Modeling Asymmetric Comovements of Asset Returns

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Details

Year2022

Typearticle

Published2022-06-26

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations32

Files0 public / 0

ShelfSustainable Finance and Green Bonds

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doi10.1016/j.frl.2022.103095

openalex_workW4283514895

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