Green bonds and conventional financial markets in China: A tale of three transmission modesTong Su, Zuopeng Zhang, Boqiang Lin2022-07-31articleEnergy Economics70 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 — 70 citations exist upstream.References1986Generalized autoregressive conditional heteroskedasticity2011Better to give than to receive: Predictive directional measurement of volatility spillovers2014On the network topology of variance decompositions: Measuring the connectedness of financial firms2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets2017Deep learning with long short-term memory networks for financial market predictions2021Corporate green bonds2020Financial markets under the global pandemic of COVID-192004CAViaRCited by2024Geopolitical risk and global green bond market growth2022Quantifying the extreme spillovers on worldwide ESG leaders' equity2023Are green cryptocurrencies really green? New evidence from wavelet analysis2023Heterogeneous dependence among cryptocurrency, green bonds, and sustainable equity: New insights from Granger-causality in quantiles analysis