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An examination of green bonds as a hedge and safe haven for international equity markets
16 references·3 citing·38 second hop
An examination of green bonds as a hedge and safe haven for international equity markets (2023)An examination of green bonds as a hedge …Corporate green bonds (2021)Corporate green bondsRefined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Refined Measures of Dynamic C…Financial contagion during COVID–19 crisis (2020)Financial contagion during CO…The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)The effect of pro-environment…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…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Is gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Is Gold a Hedge or a Safe Hav…Volatility Spillover Effects in European Equity Markets (2005)Volatility Spillover Effects …CAViaR (2004)CAViaRDynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Evaluating the impact of natural resource rents, R&D expenditures, green finance and energy efficiency on carbon emissions in BRICS economies: Greening the path to carbon neutrality in the post-COP 27 era (2025)Evaluating the impact of natu…Environmental, social and governance investing: systematic literature review using ADO model (2025)Environmental, social and gov…Green bonds and clean energy stocks: Safe havens against global uncertainties? A wavelet quantile-based examination (2024)Green bonds and clean energy …Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Why Does Stock Market Volatility Change Over Time? (1989)Measuring and Testing the Impact of News on Volatility (1993)Evaluating Interval Forecasts (1998)GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics (2001)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)CoVaR (2016)Judgment Under Uncertainty: Heuristics and Biases. (1984)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Corporate financing and investment decisions when firms have information that investors do not have (1984)Common risk factors in the returns on stocks and bonds (1993)Does CSR matter in times of crisis? Evidence from the COVID-19 pandemic (2021)What do you think about climate finance? (2021)Climate Risk Disclosure and Institutional Investors (2023)The Cross‐Section of Volatility and Expected Returns (2006)SRISK: A conditional capital shortfall measure of systemic risk (2017)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)A CNN–LSTM model for gold price time-series forecasting (2020)
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References

  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2021Corporate green bonds2,624 cited
  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
  • 2004CAViaR2,210 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,790 cited
  • 2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions1,586 cited
  • 2018The effect of pro-environmental preferences on bond prices: Evidence from green bonds1,377 cited
  • 2020Financial contagion during COVID–19 crisis937 cited
  • 2018Green bond and financial markets: Co-movement, diversification and price spillover effects

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771 cited
  • 2005Volatility Spillover Effects in European Equity Markets651 cited
  • Cited by

    • 2025Evaluating the impact of natural resource rents, R&D expenditures, green finance and energy efficiency on carbon emissions in BRICS economies: Greening the path to carbon neutrality in the post-COP 27 era77 cited
    • 2025Environmental, social and governance investing: systematic literature review using ADO model31 cited
    • 2024Green bonds and clean energy stocks: Safe havens against global uncertainties? A wavelet quantile-based examination29 cited