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Asymmetric economic effects via the dependence structure of green bonds and financial stress index
16 references·3 citing·45 second hop
Asymmetric economic effects via the dependence structure of green bonds and financial stress index (2022)Asymmetric economic effects via the depen…Green bonds for sustainable development: Review of literature on development and impact of green bonds (2021)Green bonds for sustainable d…Corporate green bonds (2021)Corporate green bondsTime-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds (2020)Time-frequency comovement amo…Green bond and financial markets: Co-movement, diversification and price spillover effects (2018)Green bond and financial mark…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Running for the Exit? International Bank Lending During a Financial Crisis (2012)Running for the Exit? Interna…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Financial stress and economic contractions (2010)Financial stress and economic…The Transmission of Financial Stress from Advanced to Emerging Economies (2009)The Transmission of Financial…Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets (2009)Credit market shocks and econ…External Constraints on Monetary Policy and the Financial Accelerator (2007)External Constraints on Monet…International transmission of U.S. monetary policy shocks: Evidence from VAR's (2001)International transmission of…Bayesian Methods for Dynamic Multivariate Models (1998)Bayesian Methods for Dynamic …Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Forecasting With Bayesian Vec…Forecasting with Bayesian vector autoregressions — Five years of experience (1986)Forecasting with Bayesian vec…Forecasting and conditional projection using realistic prior distributions (1984)Forecasting and conditional p…Effects of ESG performance and sustainability disclosure on GSS bonds’ yields and spreads: A global analysis (2024)Effects of ESG performance an…Asymmetric effects of uncertainty on investment: Empirical evidence from India (2024)Asymmetric effects of uncerta…The dance of dependence: a macro-perspective on financial instability and its complex influence on the Euro-American green markets (2023)The dance of dependence: a ma…Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Are Forecasting Models Usable for Policy Analysis? 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References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2021Corporate green bonds2,624 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
  • 1984Forecasting and conditional projection using realistic prior distributions1,203 cited
  • 1998Bayesian Methods for Dynamic Multivariate Models1,011 cited
  • 2018Green bond and financial markets: Co-movement, diversification and price spillover effects771 cited
  • 2009Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets575 cited
  • 2007External Constraints on Monetary Policy and the Financial Accelerator550 cited
  • 2001International transmission of U.S. monetary policy shocks: Evidence from VAR's538 cited
  • 2021Green bonds for sustainable development: Review of literature on development and impact of green bonds524 cited
  • 2012Running for the Exit? International Bank Lending During a Financial Crisis478 cited
  • 2020Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds453 cited
  • 2010Financial stress and economic contractions429 cited

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  • 2009The Transmission of Financial Stress from Advanced to Emerging Economies408 cited
  • 1986Forecasting with Bayesian vector autoregressions — Five years of experience403 cited
  • Cited by

    • 2023The dance of dependence: a macro-perspective on financial instability and its complex influence on the Euro-American green markets18 cited
    • 2024Effects of ESG performance and sustainability disclosure on GSS bonds’ yields and spreads: A global analysis16 cited
    • 2024Asymmetric effects of uncertainty on investment: Empirical evidence from India11 cited