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Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis

We provide the first empirical study on the role of panic and stress related to the COVID-19 pandemic, including six uncertainties and the four most traded cryptocurrencies, on three green bond market volatilities. Based on daily data covering the period from January 1, 2020 to January 31, 2022, we...

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Detalles Bibliográficos
Autores principales:	Khalfaoui, Rabeh, Mefteh-Wali, Salma, Dogan, Buhari, Ghosh, Sudeshna
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier Inc. 2023
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9833858/ https://www.ncbi.nlm.nih.gov/pubmed/36647370 http://dx.doi.org/10.1016/j.irfa.2023.102496

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