The connectedness between green and conventional bond yields during the COVID-19 crisis: The role of the vaccination process

This study explores the role of COVID-19 in the connectedness between green and conventional bonds. The findings document spillovers from conventional to green bonds. The results imply that the new green bond market cannot be ignored during a stressful period.

Detalles Bibliográficos
Autor principal: Apergis, Nicholas
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9904856/
https://www.ncbi.nlm.nih.gov/pubmed/36778077
http://dx.doi.org/10.1016/j.econlet.2023.111026
Descripción
Sumario:This study explores the role of COVID-19 in the connectedness between green and conventional bonds. The findings document spillovers from conventional to green bonds. The results imply that the new green bond market cannot be ignored during a stressful period.

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