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Dynamic spillovers of green, brown, and financial industries under the low-carbon transition: Evidence from China
16 references·0 citing·55 second hopsampled
Dynamic spillovers of green, brown, and financial industries under the low-carbon transition: Evidence from China (2024)Dynamic spillovers of green, brown, and f…How does carbon emission price stimulate enterprises' total factor productivity? Insights from China's emission trading scheme pilots (2022)How does carbon emission pric…Climate‐related risks in financial assets (2022)Climate‐related risks in fina…Research on the impact of green finance on the upgrading of China's regional industrial structure from the perspective of sustainable development (2021)Research on the impact of gre…Asymmetric volatility spillover among Chinese sectors during COVID-19 (2021)Asymmetric volatility spillov…Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets (2021)Asymmetric spillover and netw…Sustainable investing in equilibrium (2020)Sustainable investing in equi…Low‐carbon transition risks for finance (2020)Low‐carbon transition risks f…Credit Market Disruptions and Liquidity Spillover Effects in the Supply Chain (2020)Credit Market Disruptions and…Climate Change Concerns and the Performance of Green Versus Brown Stocks (2020)Climate Change Concerns and t…Stock market response to environmental policies: Evidence from heavily polluting firms in China (2019)Stock market response to envi…Choosing factors (2018)Choosing factorsEstimating global bank network connectedness (2017)Estimating global bank networ…Environmental regulation and environmental productivity: The case of China (2016)Environmental regulation and …Beyond carbon pricing: The role of banking and monetary policy in financing the transition to a low-carbon economy (2016)Beyond carbon pricing: The ro…‘Climate value at risk’ of global financial assets (2016)‘Climate value at risk’ of gl…Systemic Risk and Stability in Financial Networks (2015)Systemic Risk and Stability i…The General Theory of Employment, Interest and Money. (1936)The Economics of Money, Banking and Financial Markets (1986)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Addressing the SDGs in sustainability reports: The relationship with institutional factors (2018)Climate Change, Financial Stability and Monetary Policy (2018)Role of financial development, economic growth & foreign direct investment in driving climate change: A case of emerging ASEAN (2019)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Economics of Climate Change (2007)The Economics of Climate Change: The Stern Review (2007)A Climate Stress-Test of the Financial System (2016)Climate change challenges for central banks and financial regulators (2018)The Importance of Climate Risks for Institutional Investors (2019)Toward a New Conception of the Environment-Competitiveness Relationship (1995)Productivity and Undesirable Outputs: A Directional Distance Function Approach (1997)Threshold effects in non-dynamic panels: Estimation, testing, and inference (1999)Environmental regulation, industrial innovation and green development of Chinese manufacturing: Based on an extended CDM model (2017)Spatial spillover effects of environmental regulations on air pollution: Evidence from urban agglomerations in China (2020)Evaluating green innovation and performance of financial development: mediating concerns of environmental regulation (2021)Common risk factors in the returns on stocks and bonds (1993)Corporate Governance and Equity Prices (2003)Liquidity Risk and Expected Stock Returns (2003)Adoption of CSR and Sustainability Reporting Standards: Economic Analysis and Review (2019)Investment and Asset Pricing with ESG Disagreement (2020)Firm‐Level Climate Change Exposure (2023)Bank Runs, Deposit Insurance, and Liquidity (1983)Investment under Uncertainty (1994)Diffusion of innovations (2003)Climate Risks and Financial Stability (2020)Central bank mandates, sustainability objectives and the promotion of green finance (2021)Stranded fossil-fuel assets translate to major losses for investors in advanced economies (2022)Impulse response analysis in nonlinear multivariate models (1996)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2018)Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? (2018)Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (2021)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Financial Contagion (2000)Financial Networks and Contagion (2012)The Network Origins of Aggregate Fluctuations (2012)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Can the green finance policy force the green transformation of high-polluting enterprises? A quasi-natural experiment based on “Green Credit Guidelines” (2022)Does the green credit policy reduce the carbon emission intensity of heavily polluting industries? -Evidence from China's industrial sectors (2022)Impacts of green finance on green innovation: A spatial and nonlinear perspective (2022)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Short and Long Horizon Behavioral Factors (2017)Taming the Factor Zoo: A Test of New Factors (2020)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Climate change, risk factors and stock returns: A review of the literature (2021)Dissecting green returns (2022)Dissecting climate risks: Are they reflected in stock prices? (2023)
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References

  • 2020Sustainable investing in equilibrium2,395 cited
  • 2015Systemic Risk and Stability in Financial Networks2,130 cited
  • 2018Choosing factors1,058 cited
  • 2016Beyond carbon pricing: The role of banking and monetary policy in financing the transition to a low-carbon economy811 cited
  • 2020Climate Change Concerns and the Performance of Green Versus Brown Stocks770 cited
  • 2016‘Climate value at risk’ of global financial assets731 cited
  • 2017Estimating global bank network connectedness650 cited
  • 2016Environmental regulation and environmental productivity: The case of China557 cited
  • 2020Low‐carbon transition risks for finance476 cited
  • 2021Research on the impact of green finance on the upgrading of China's regional industrial structure from the perspective of sustainable development468 cited
  • 2022Climate‐related risks in financial assets340 cited
  • 2019Stock market response to environmental policies: Evidence from heavily polluting firms in China295 cited
  • 2022How does carbon emission price stimulate enterprises' total factor productivity? Insights from China's emission trading scheme pilots245 cited
  • 2020Credit Market Disruptions and Liquidity Spillover Effects in the Supply Chain228 cited
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Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
225 cited
  • 2021Asymmetric volatility spillover among Chinese sectors during COVID-19209 cited
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